@Gambini, ihavewaited15years:
I'd recommend reading some newbie Linux guides to familiarize yourself with the bare basics (how the file system is structured etc.).
You're getting the 'no permission' errors because you (as 'normal' user, e.g. 'gambini') don't have the rights to write to directories outside your home directory (with exceptions). Doing stuff as root ('admin') is usually discouraged, as you can break the system with a misplaced command.
Some things work differently in EDuke32 when on non-windows OSes, most of them having to do with search paths and the like. Basically, ~/.eduke32 is your common directory for everything that's to be loaded unless EDuke32 is started with -usecwd. So, to do a basic setup, you could do something like this:
cd ~/.eduke32
ln -s /path/to/windows/folder/DUKE3D.GRP .
# the above line makes a symbolic ('soft') link