I’m not sure what a good written guide for manually running linux games is off the top of my head, but generally yeah you install Lutris, install the latest Proton-GE version through e.g. ProtonUp-QT, create a game entry in Lutris with a “Prefix” location dedicated to your wine prefix, pick Proton-GE as the runner, copy the game into the generated prefix, target the normal EXE, and launch it. Sometimes if a game isn’t launching you’ll need to use “winetricks” to install vcrun2022 and dotnet48 dependencies into the wine prefix, since each Wine prefix is sort of like a copy of windows, and windows has a handful of dependencies that games sometimes rely on. I’ve heard you can also just add the game as a “non-steam game” to steam, but I’ve not bothered as Lutris gives more control. Again I can’t vouch for any specific guides, but the keywords from this post should help target a general direction to move in.

In my experience, there is nearly no difference between windows and linux when it comes to piracy. There are a few games that linux can’t run (anticheat), but generally that shouldn’t be an issue for games that you would typically pirate. Linux does have a standard learning curve though, and you’ll need to get familiar with Lutris or some other Wine prefix manager to manage your games. If you’re dedicated to moving to linux, game piracy should not be a deciding factor.