I play Valheim on Linux and have hosted a server before.
Easiest way is just to use R2 Mod Manager. It's available for Linux too. You just launch the game through it instead of Steam / wherever you launch it. I use PikaOS now which is based on Debian but had Bazzite in the past and it worked there too.
You do have to tell it where Steam / the game is installed though, but that's true of it even in Windows.
PS: fastest way to get help is probably venting/ saying something isn't working in a Linux community lol. It's a useful thing to know. That's how I sometimes get my answers too.