I meant to do this when I built my old system back in 2018, but I found the handful of games I regularly play worked okay on Linux so I never got around to it, and Linux game compatibility has improved leaps and bounds from there.
If it’s a Steam game, for most of them these days you only have to tick a box in Steam’s settings to tell it to use Proton for all games and the game will just work when you click play.
You might give it a try. Or don’t, I’m not your mother.