I would try adding the game to Steam and using Proton that way
(In the Steam client) Games > Add a Non-Steam Game to My Library > (Add the executable) > Select the game in your library > Properties > Compatibility > Force the use of a specific Steam Play compatibility tool > Select your preferred Proton version
Granted, I’ve only tried this with one game, but it worked like magic. Your mileage may vary.
You can check for yourself if the games you want to play work on Linux, just look up “(game name) ProtonDB” and look for a gold or higher for a good gaming experience. Subjectively, 90% of the games I’ve tried work well. CSGO, Overwatch 2 (through Lutris), Don’t Starve, Deep Rock Galactic and Red Dead Redemption 2 are all games I know play well on Linux since I’ve tried them myself. It’s incredible what Valve has done with Proton for game compatibility on Linux.
How?