For steam, it’s identical to windows. Literally do nothing other than install steam, install game, and hit run. The only time it’s a problem is if a game offers a native Linux version but the native version has been hamstrung by the publisher (see: rocket league). In which case all you do is go to the properties of the game, force a proton version, and it will redownload the windows version and work just fine. The only other exception would be for multiplayer games that have not upgraded their anticheat version to one compatible with proton. That’s starting to be more rare thanks to steamdeck.
As for wine, Lutris is a great example of an application with community maintained/driven configurations for popular games and applications to be installed in a couple simple clicks and works the majority of the time.
For other applications, it really depends. My general rule is— if it’s not on steam and nobody has made a script for Lutris, I’ll look for native and open source alternatives. If I can’t find one, then look for instructions on setting it up with wine by hand as a last resort. Finally, can I just live without the app instead?