Steam is a dependency for official proton builds at least, but there are wine builds with the proton patches added in. Base wine will end up getting a lot of them too.
In the case that proton works, you install game via Linux steam and just play. Maybe override proton version and add launch arguments like dll overrides if needed for things like mods or nitpicky performance tuning.
Base wine will generally get the same improvements eventually. I use it via bottles for the odd windows program. I often need to use other custom wine builds for some of the more annoying programs. For games outside of steam, builds like wine-ge have all the relevant proton additions without the steam dependency.