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If you are not talking about Steam, which comes with Proton out of the box, I'd recommend to give Legendary a try. It's basically the same thing, but with non-Steam games. And it's very user-friendly, like Steam.
Yeah, won't work well with multiplayer games though since they typically have anticheats that don't play well with Linux.
In my experience, a great portion of competitive multiplayer games work. Although I have to admit that I mostly play games meant to be played among friends rather than against strangers.