It’s not nearly as hard as it seems, but you do have to be willing to search around Google for a bit and things might take a few tries to get working. Steam has an option in their compatibility settings to run windows games through Proton that has worked well for me, but I only really play smaller single player games. Can’t vouch for how well it works for multi-player stuff. Also I’m using Manjaro (based on Arch Linux) not sure if it works the same for all distributions.