Proton / wine is modern day magic

Most Windows only steam games work out of the box (you do have to enable it in the right click menu > Compatibility options, per game)

Games that use Anti-cheat aren't likely to work (it depends on the Anti-cheat used and how it's configured)

ProtonDB is a good resource for checking if/which games work, or fixes and workarounds

You can use proton or wine on non steam games, but that requires additional setup that I'm not familiar with

There's also Lutris, https://lutris.net/, which uses wine and other software underneath, but with a nice GUI and a lot of scripts to further make playing your games on Linux easier.