It doesn’t, they operate as two separate logical systems. You can still access your windows drive from your Linux OS, but you aren’t necessarily running anything off of that drive.

I would personally just reinstall everything on the Linux drive.

Linux can mount windows drives (I don't recommend it, but it can if you need a file).

Windows cannot mount Linux drives (in theory ext2fsd can do it but it's massive pain and it no longer works for me).

If you install a game, either it works on Linux out of the box (it's native) or it works under proton, in which case steam will take care of that for you in most cases and at worst you have to change a single setting. Visit protondb to learn what games work and don't work on Linux.

At first I dual booted with Windows and kept my games on the Windows drive. You can just tell steam the path to the games, after mounting the drive. Some games ran fine, some were a little more difficult or impossible to play, even when reported as working on protondb. The reason apparently was NTFS that wasn't playing nice. That was the moment I ditched Windows entirely.

Under the hood windows uses NTFS, while most Linux distros use EXT4. Linux can read NTFS, but Windows can't read EXT4 without some tweaks. So I thought my setup was good.

You can try this setup for yourself, it's a good intro IMO.