Proton / wine is modern day magic

Most Windows only steam games work out of the box (you do have to enable it in the right click menu > Compatibility options, per game)

Games that use Anti-cheat aren’t likely to work (it depends on the Anti-cheat used and how it’s configured)

ProtonDB is a good resource for checking if/which games work, or fixes and workarounds

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You can use proton or wine on non steam games, but that requires additional setup that I’m not familiar with