Can't remember any specific documentations, but based on what you commented, first, you need to check if the game requires either DirectX or Direct3D. If it does, you need to check if your computer is compatible with Vulkan (which wasn't a straight forward search, when I dug on that), and if it is, install DXVK (if it isn't, you need to hope that OpenGL won't be too laggy).
Regarding error logs. what I do is read through the log if things start misbehaving, and try to identify any oddities in the log (such as the aforementioned DLL not initializing), and try to fix by myself. And if I don't know how to proceed, I search for the error followed by either "wine" or the game's name on Google, and check places such as WineDB, Reddit (oopsie XD ), ProtonDB's page for the Steam version of a game (if available), Stack Overflow's satellite sites, game forums such as GOG's, Steam's, or even GameFAQS.
And if I can't get the game running properly or at all with Wine or its variants, I seek source ports, wrappers, engine emulators, etc., for that given game. Some may even be playable on Android, so possibly you can get them running on WSA equivalents on Linux, or even Android-x86 or BlissOS through VMs if you're adventurous.