Linux Gaming

The classic way of using Wine is as simple as running any Windows binary using Wine program loader. If you've got Wine installed, you can likely just "Open with" in the Dolphin explorer, or simply wine program.exe in terminal. That is not a good idea however, because you just have a single Wine prefix (which by default is in ~/.wine and is controllable with env variable WINEPREFIX`) and also you will likely miss at least some dependencies for your game.

Dependencies required for launching a game will be different depending on what that game was built with in what period. If the game uses Vulkan or OpenGL natively, you don't need any translators, but it still might need .NET Runtime, VC Redistributables, some other Windows libraries that are not (and cannot be due to legality) shipped with stock Wine. If it's DX 9/10/11 game, you need DXVK. if it's DX12 you nees VKD3D-Proton. You can install these using Winetricks.

To automate and ease all of that, I recommend Bottles. The app is focused on providing you with generic way to run Windows software instead of collecting scripts, it manages prefixes, install most needed dependences automatically and provide a way to manually install everything else.

I think this is also a good idea to mess with native way pf running things with Wine if you just want to learn more on how it works.