Check out Bottles. It has been great for getting stuff to work outside of steam - tons of options for different versions of wine and does most of the work for you. Although, you can just add any windows program you want to use Proton as a "non-steam game" in steam, and let steam sort it out with Proton. The downside there is that Steam will always be trying to tell people that you are "currently playing" whatever it is... So I used that for WoW (technically Blizzard launcher), but didn't want to use that for just programs.