Proton is easy. On steam, go to your settings (you can do this on individual games or your settings for your entire library) and enable the use of a specific compatibility tool. It’ll default to proton experimental or the most recent version, which is fine. You might have to try older version with different games or poke around online for forked versions, but that’s rare.
If you do make the switch, I’d suggest bookmarking ProtonDB and AreWeAntiCheatYet. These two websites will tell you what you can and cannot play, as well as reported solutions to games that don’t work.
Wine is a little harder, you’ll have to go to your package manager (most distros have a GUI, but you might have to use the CLI depending on what you pick), and actually download WINE. From there, you open up wine and tell it what it’s supposed to be translating and where to send files and whatnot. It’s a lot more involved than proton, but it is better for some cases (mostly for things other than games)