As others have suggested Lutris, Heroic, or Bottles can make the process easier. I use Lutris personally.

I’ll walk you through exactly how I install a pirated game using Lutris since you mentioned you’re new to Linux and using WINE/Proton.

• Download and extract your desired game.
• Create a new folder wherever you store your games. This folder will be the WINE prefix for the game you are installing, so I usually name it the name of the game (don’t use spaces in the name of the folder, for some reason, even if you wrap the path in quotes, Lutris gets unhappy, use Game-Name instead of Game Name). You should always install games in their own independent prefix.
• Click the plus (+) icon in the top left of Lutris, then click on Add locally installed game.
• Fill out the name field, and select Wine in the Runner dropdown.
• Switch to the runners tab and select the version of WINE you would like to use in the Wine version dropdown.
• Switch to the Game options tab and click Browse next to the Wine prefix field. Navigate to the folder you created earlier. Click Save in the top right of the window.
• Navigate to the game in your library and click play, this will create the WINE prefix. Once the error message saying something about a missing executable comes up, just dismiss it.
• Copy the game to /path/to/prefix/drive_c/
• Right click the game in your library and click configure. Switch to the Game options tab and click Browse next to the Executable field. Navigate to and select the game installer. Click Save in the top right of the Window.
• Launch the game from your Lutris library and proceed with the installer as you normally would.
• With the game installed right click the game in your library, and click configure again. Switch to Game options and click on Browse near the Executable field again. Navigate to the installed directory and select the exe that launches the game. Click save in the top right of the window.

And we’re finally done lol. Now when you launch the game it should open up like normal. Once you get the hang of the flow it just takes a couple minutes.

I’ve heard some people mention they have had issues with Fitgirl installers, I’ve never had any problems personally so I guess it’s luck of the draw on games. I’ve also never had any issues with the GOG installer, Razor1911’s, or clean Steam files cracked with Mr. Goldberg etc. If you have issues with one source, but the game is verified to work on ProtonDB or something, it’s best to just try another source.

Some games may require you to install one or more additional dependencies, dotnet is one you will probably need to install frequently. Here’s some info on that.

If you run into any issues let me know and I’d be glad to help if I can.