There are certain Windows games that work better on Linux with the community-built unofficial Proton GE, plus using Luxtorpeda for Native Linux game engines can give a lot of benefits too - here's how to easily download or upgrade them using the fab ProtonUp-Qt.
It's an application based on the command-line tool ProtonUp, however ProtonUp-Qt actually gives you a full UI and it really just makes everything nice and simple. Do you use Lutris or the Heroic Games Launcher? ProtonUp-Qt can also easily setup Wine-GE for you too.
To install it simply grab it from Flathub or run the AppImage from the releases page. This couldn't be simpler! Once installed you get this easy to understand UI to pick between Steam, Lutris and Heroic and then install whatever compatibility tool you want that it supports by hitting "Add version":
What? Were you expecting this to be complicated? There are no other steps needed.
I absolutely love tools like this. Makes it easier for everyone.