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While Linux is not officially supported by CCP, a side project by CCP Snorlax has yielded a native Linux application that downloads a prebundled version of Wine (also built by CCP Snorlax) which allows Linux to run the EVE launcher.

Launcher Setup
Terminal commands are displayed in code blocks.
- Download the launcher binaries (found here).
- Unpack the binary files (
.tar.gz)tar -svf evelauncher-1104891.tar.gz - Note: These can be put wherever the user prefers, but the home directory
~/is recommended.
- Extract the remaining compressed files (
.tar)tar -svf evelauncher-1104891.tar
- Move to the newly-created folder
cd evelauncher
- For basic functionality, set the script as an executable.
sudo chmod u+x evelauncher.sh
- The launcher can now be run.
./evelauncher.sh
- Create a symbolic link (symlink) to the script in the user binaries folder
ln -s evelauncher.sh /usr/bin/evelauncher
- Download the icon file
wget 
- Move the icon file to the correct directory
sudo mv eve.png /usr/share/pixmaps/
- Create the launcher file with a preferred editor
sudo EDITOR /usr/share/applications/eve.desktop
- Insert the following text:
Name=EVE Online
Comment=EVE Online by CCP Games
Exec=evelauncher
Icon=eve
Terminal=false
Type=Application
Categories=Game;