You know I was reading this too, but you actually need some sort of launcher like Lutris or Heroic launcher which comes with Wine and does some setting up. Possible to run just purely through Wine (I did this at start) but the results are… not that great. Though might depend on the game.
You can add a non-steam game to steam and run it using proton, did it for one game that I couldn’t make work on Lutris or Heroic.
Though for some reason you have to enable the compatibility for it even if you have set it up to use Proton automatically for all games