Installing things on linux is generally the same as phones. There's a shop-like GUI where you can look up your applications and get them, they'll also update automatically.
If the software isn't in your distribution repository, that's when it starts to be like windows, you need to hunt it down and either get an appimage or something like that, or build and compile it yourself.
Wine-GE was abandoned for the new UMU-launcher. Lutris will use UMU if you target the GE-Proton (latest) version.
You can always use vanilla wine or wine staging too, make sure you install dxvk in the prefix though with winetricks.