If you have the latest version of Proton Experimental, Valve just recently put up a new Steam Client Beta (October 28) too which allows playing Windows games on Linux that make use of their older CEG DRM. This is quite a big one actually, as it was a total showstopper for numerous games. Valve developer Pierre-Loup Griffais said on Twitter it's only "initial" support and to post any you test on the official GitHub bug report for it.
Some of the titles that may now work include:
- Aliens vs. Predator (2010)
- Bioshock Infinite
- Call of Duty: Black Ops
- Call of Duty: Modern Warfare 2
- Hitman: Absolution
- Just Cause 2
- Lara Croft & the Guardian of Light
- Mafia II
- Saints Row: The Third
- Sid Meier's Civilization V
- Sniper Elite V2
- The Typing of The Dead: Overkill
Plenty more have CEG DRM, so it will take time for all of them to be tested and reported on. Some titles probably still won't work with other issues present but it's getting another step closer. At least those that actually load up in some way now can see additional testing and work with Proton.
A new black Steam client service window will pop up when Steam goes to sort the CEG, eventually that should be hidden from users - so for now it's normal.
Giving a few titles a run myself this morning I was able to test that Saints Row: The Third, Call of Duty: Black Ops and Call of Duty: Modern Warfare 2 seem to work well now.