Linux compatibility

As I was poking around the code anyway, and I have a linux box (where EU unfortunately does not run, but is installed in the default path), I decided to fix Linux compatibility of the script.

Relatively simple: 
- Fixed the default path of EU4. 
- Fixed path seperators to be a slash instead of a backslash (I have tested it on Windows, and it still works there)
- I added a comment line noting which packages you need tohttps://support.steampowered.com/kb_article.php?ref=1504-QHXN-8366 install on Ubuntu. Ubuntu is currently the only "supported" platform for Steam* so I thought it would suffice. 

* = see https://support.steampowered.com/kb_article.php?ref=1504-QHXN-8366

PS, this is my first time using github for other things than my personal projects, so whoops apparently the other fixes are also in this pull request and I can't seem to get rid of them.