As of the moment, a native game client for Linux does not exist. It is however possible to play Dragon Saga on Linux by other means; using Wine. This guide explains how.
First: the end product
To show you how the game actually ends up running on Wine, here's a quick sample:
The choppyness in the recording is mostly because my machine can't handle recording video and playing something very well. When I'm not recording, the game is smooth.
Note: A video guide for the installation will follow soon.
First you'll have to install wine and winetricks. This will be different for each distro. You can install them through your distro's package manager or you can get a prebuilt binary here (wine) and here (winetricks).
Once you've installed both, download the Game Client from here.
Then, in the directory where you've installed the game client, run the following commands:
$ WINEARCH=win32 winetricks ie8 # At this point, IE8 will be installed. Just keep clicking next, make sure you untick the update / restart buttons. $ WINEARCH=win32 wine DragonSaga-Installer.exe
At this point, the installer will start and the process is similar to what you would do on Windows.
Once the patcher automatically starts, move the patcher window out of the way and access the update prompt behind it. Select 'Yes' and wait.
Once the update has finished, you can select Play and play the game!
To start the game later on, you can run the following command inside of your Dragon Saga installation directory:
$ wine Patcher.exe