Your question isn’t dumb. You just haven’t been exposed to the environment. Please feel free to ask any question about this you have and, if I don’t answer, someone else probably will.

If you install the Linux version of Steam, it should allow you to download any game. There’s a checkbox in the Steam settings that says something like “run non compatible games through proton” (not what it says, but the general sentiment). Checking that and restarting Steam once is the extent of the setup required; after that, it’s essentially the same process as running a game in Windows (with the few exceptions mentioned by another commenter). Non Steam games should be able to be run by Lutris, PlayOnLinux or adding a non Steam game to Steam, but I mostly haven’t done that myself so I can’t vouch for it. Sincerely, for most games, it’s an easy process.

I’m no expert, but if you decide to pursue this and get stuck, please feel free to reach out to me and I’ll do my best to help. The link below seems like a good starting point: https://geekflare.com/install-steam-on-linux/