The annoying bit with those is that they are Steam only. I try to avoid Steam and instead buy from GOG because they are DRM-free and i keep offline copies of all of my games, but Wine still (just tried yesterday the version Void Linux installs in a VM) seems to have issues even with slightly older games.
There used to be a way to run Proton outside of Steam but i think it is now discouraged.
It's not impossible to run gog games through the proton compatibility layer of steam. In short:
1. Download gog install files into the same directory
2. Add the install executable as a non-steam game, and enable proton compatibility before starting it up.
3. Run the installer and complete the installation. Gog installers typically give the option to run the game from the installer, but that will only work once.
4. Find the path of the installed game, and the working directory of that executable by searching in ~/.steam
5. Edit the entry created from 2. with this exec path and working dir, and look up possible args from protondb.com
In that case, please give Lutris a solid look. It's a great app that eases the pain of installing games via WINE (and makes it easy to install particular versions of WINE on a per game basis).
There used to be a way to run Proton outside of Steam but i think it is now discouraged.