It means that the developers marked it as Linux-compatible on Steam.

I don't know, if Valve requires anything for that, but it's specifically not the percentage of titles which you can get to work through any combination of black magic. It's the percentage of titles where the developers offer you support, if it doesn't work on your system.

And I know that some of those games do use WINE internally for the port, but it's properly pre-configured in a wrapper and should work just as well as a native Linux-game. So, you don't need WINE installed separately on your system for those.