Ganni1987: Then ask yourself which of the 2 services gave you a working game.
Well either...
The game is Windows only :
On Steam : you have to run Steam Windows client on Wine/Windows, download and install the game then copy the installed files.
On GoG : Download the game, use the script in this thread to extract the password, or using Wine/Windows to install the game and extract the files.
The game is Linux compatible:
On Steam : Download the game using Steam linux client.
On GoG : Download the Linux packages.
I would say that both are similar except that I am pretty sure that it will probably be easier to extract the files from the GoG installer one way or another rather than having to run Steam Windows client on Wine to download it.