As the other comment says, what you’re referring to is running a Windows VM (virtual machine) inside of your Linux machine. It’s a great asset for a lot of things, but gaming is not it’s strong point. A VM shares resources with it’s host machine, meaning it can only access so many of your CPU cores, utilize only so much of your RAM, and take advantage of CPU powered graphics – unless, as was pointed out in another comment, you happen to have a spare graphics card laying around. The set up for GPU passthrough is more trouble than it’s worth, IMO, especially for gaming. And you still have the other bottlenecks to contend with.
Gaming on Linux is best enjoyed by using a combination of Wine and Proton (Wine suped up for the express purpose of gaming by the fine folks behind Steam) paired with a launcher of some kind, usually Steam. For non-Steam games, Lutris is a fantastic second choice. These platforms make gaming on Linux easier than ever, and are actually the technologies powering the SteamDeck. If you decide to go this route and need any help setting up, please reach out! The community is here and (usually) quite helpful, lol.
If you decide to try the VM anyway, you should look into a software called VirtualBox. You will need to install a few packages to make your system a suitable host, and you’ll need the Windows installation ISO image to get it up and running. You can usually acquire it directly from Microsoft by running a search for “Windows XX ISO” where the XX is the version number you’re looking for. If you need help getting any of that together, I’d be glad to assist as well. ☺️
All this comes from years of running Linux and only Linux, on a PC I almost exclusively game on. I’ve had great success, especially with all the headway Valve has made into making the ecosystem viable and accessable.
However you decide to proceed, best of luck to you!
EDIT: As has been pointed out, if you want to virtualize a gaming setup, you should look into KVM, not VirtualBox! It sounds like it’s a much more performant option, I am just not very familiar with it myself.