NGL, I play games off of Steam, which is easy mode. You can run the Windows game off of Proton, which is Valve’s program for Windows to Linux gaming. Did you try right clicking on the game in Library, going to Properties, then Compatibility tab, then choosing Proton. Almost always the newest version of Proton (8.0-3) will do the trick. Rarely the experimental version or an older version is better.
Adding “gamemoderun %command%” [without the speech marks] to the launch options usually improves performance.
There’s a bit of learning curve, but you can do it, comrade.
I’ve been playing both Oxygen Not Included and Celeste regularly.