Stream is probably looking for an executable or the Linux equivalent... at the bottom change the dropdown from application to all files and folders, or just all.
The stream directory everyone is refering to starts with a period, making it a hidden system folder in Linux. In ms it was $. By creating a "steam" folder you only confuse yourself. Your stream software doesn't even know it exists.
Steam also warns that the windows version is not recommended to be played on Linux, especially if there is a Linux version. How they are programmed (architecture and os specific interfaces) make doing so problematic (low frame rates, application freezes and not starting at all are some). If a Linux version is offered, it is recommended to install it on a Linux system. Usually there is a Linux version because the ms version will not play, even through wine.