I'm not sure I follow the question. I'll try to list the steps.
- Install distro
- Install steam
- Mount NTFS drive
- Add steam library in NTFS drive (point to existing Window library)
- Let steam recognize the game and install potentially missing files
- Create EXT4 partition disk (preferably done already when installing distro)
- If EXT4 game partition is not main drive, mount it and create steam library on it
- Move game files.
Hopefully that makes sense. Somewhere along the way steam will probably install Proton as well. It might work straight from NTFS too, maybe? But I didn't get it to on Linux Mint