For Linux, this is kind of a stupid workaround but I've had success, add the installer as a non-steam game and run it through proton by switching to it in the "game's" compatibility. Running it through wine has been hit or miss for me, it'll crash or freeze up, but proton has worked pretty well so far.
Then after unpacking, install the game's .exe as a non-steam game and run that through proton, deleting the first installer from your library
It does this natively on Linux.