do steam games run on linux already or something?

Oversimplification coming, but...

Most (modern) games can actually just run on Linux already, because Linux is where the best cross platform developer tools are.

Today, if a developer wants to publish their game to Windows, Mac, Android, Playstation, Nintendo Switch and XBox - the odds are strong that the developer is actually (possibly unwittingly) writing a Linux native game and then using an engine to port the Linux version to the other platforms.

The reasons for this are complicated, but mainly boil down to Linux being the simplest target to reliably build developer tools for - because every part of Linux is open and public.

Like do you only have to do that for non steam games?

If a game is purchased through Steam, Steam launcher knows enough to choose the best available version of the game for the operating system - whether the best version is the Windows executable running under wine/proton, or a native Linux executable.