I found a way to download non-Linux games using the native Steam client. (w/o Wine) : r/linux_gaming

Steam Deck Cheat Engine

Is it better to use Steam on Linux normally or through Wine? - Quora

Improved video support in new Proton Experimental, Red Dead Online

3 Ways to install Steam on Linux Mint or LMDE - Linux Shout

Running steam through wine - Ask Ubuntu

TF2 Not Appearing on Games List (details in comments) : r/wine_gaming

Gaming on LINUX: A beginner's guide

How to add & play non-Steam games on Steam (on Linux with Proton

How to add & play non-Steam games on Steam (on Linux with Proton

Can I use Linux on my PC for playing games? - Quora