Go to the Steam website and click 'Also available for Windows', beneath the green 'Install Steam Now' button. Save the 'SteamInstall.msi' file to your Downloads folder. You may get an 'Installation ended prematurely because of an error' message while installing Steam, but don't worry about that.
This tutorial will demonstrate how to install Windows based games from Steam, on a Mac though WineBottler. I've received way more responses to the video that I could ever imagine. Now that this video is starting to get old, I'm going to let all of you out on your own.
There's been a lot of success stories, but I can't help you with all the problems. If you got any, ask the community in the comment section. This video had the intention to show how to run Quell for PC on a Mac.
All the other games made only for Windows may require a lot of other stuff not covered in this video, and that way making those games not work. Drivers, special programs/plug-ins and so on, will need some tinkering to work under OS X.
Markus, 28th of December 2016.