Proton is a compatibility layer built on top of WINE, developed by Valve, and is usually the best way (or one of) of running Windows games on Linux. Most games I've tried "just work", i.e. Click install, then click play, and there you go. Occasionally you have to change the Proton version they run with but usually the default settings are fine. Anticheat doesn't always work but that's all up to whether the game developers enable Linux support for the anticheat or not.