Comment by Saoshyant
Yes. Valve (Steam) spent more than a decade building and refining a translation layer called Proton. Nearly 80% of the vast Steam library is now compatible with Linux to the point they are releasing actual Linux consoles (Steam Deck and Steam Machine).
For your regular PC, you can install a gaming-focused distribution like Bazzite to get everything sorted out automatically.
Building, no. Refining Wine, yes.