At first use, and under configuration, it gives you the option to download dependencies if needed. I'm assuming they will also be placed in the distro independent subdirectory to avoid conflicts but I'm not 100% sure.
Edit: Now I'm 100% sure the dependencies work that way. There is a folder for them in the .djl subdirectory.
One problem I already see is that all of the games seem to be only for x86.
Edit 2: I downloaded Postal 2 x86 and, surprisingly, it works on my 64 bit machine.