Also, if you have issues with a game, go into the properties of the game in Steam and there's a compatibility tab. You can make sure it's using Proton (specifying you want to use Proton works better for some Linux native games rather than using the Linux version) and even try an older version of Proton. For most games, Experimental is the best version to use.

Keep in mind that it creates a virtual Windows installation referred to as a ”prefix". Each game run through Proton creates a separate prefix under the compatibility directory in your Steam directory (I'm on my phone, otherwise I'd give you the exact path). Each game's prefix has a number that matches the ID of the game in Steam. For the most part, you won't need to go into and modify these prefixes.

There's also Glorious Eggroll's version of Proton that you can install, though I would get a grasp on regular Proton and its quirks before Proton GE.

Also, if you add any Windows games as non -Steam games, make sure you set it to use Proton in the aforementioned properties window. Being that a launcher like Battle.net gets its own prefix, it's a good idea to install B.net and then go into the B.net properties in Steam then move the target to the executable for the B.net Launcher inside the prefix. That way it continues to use the same prefix and doesn't launch the installer for the launcher every time you run B.net.