Not only it works very often but one can even check www.protondb.com before buying to make sure it does work. It also works for VR games. I recently tried a brand new game, supposedly “Windows only”, and it worked without any tinkering. I then updated ProtonDB to clarify so that others could play too. It’s simple I didn’t boot on Windows to play for years now. I’m also traveling today and instead of bringing a laptop I bring my SteamDeck to play, to work I’ll also bring a BT keyboard.
TL;DR: it works, even with VR, and ProtonDB can help to identify problems