If your CPU frequency scaling governor is set to "Power Save" mode, you may experience performance issues in Warhammer 40,000: Dawn of War III. When playing games, we recommend that you set your CPU frequency scaling governor to "High Performance" mode.

Easy FIX (run in console as root):

echo performance |  tee /sys/devices/system/cpu/cpu*/cpufreq/scaling_governor

If wont permanently put CPU frequency scaling governor to "High Performance" mode (eg. after restart PC) simple do:

apt-get install cpufrequtils sysfsutils

Make file /etc/default/cpufrequtils  if not exist, and write:

GOVERNOR="performance"

Add in file /etc/sysfs.conf

mode devices/system/cpu/cpufreq/conservative = 644
devices/system/cpu/cpufreq/conservative/freq_step = 10
devices/system/cpu/cpufreq/conservative/up_threshold = 45
devices/system/cpu/cpufreq/conservative/ignore_nice_load = 1
devices/system/cpu/cpufreq/conservative/sampling_down_factor = 10

After you made the changes , apply them with:

echo performance | tee /sys/devices/system/cpu/cpu*/cpufreq/scaling_governor
systemctl restart sysfsutils

Now check CPU status with:

cpufreq-info

Enojy in game!