No Proton is a compatibility layer for running Windows games on Linux. I’m not at my computer ATM but in the Steam settings somewhere you just flip the toggle on that says something like Enable Steam Play for all games. I think it’s in Compatibility or something like that.
Then any games you own on Steam you can just install and play and Steam will automatically choose the best Proton version for you. You can override it too if you need. ProtonDB is a good resource for looking up how well a game runs on Linux via Proton. Keep in mind it’s limited to games that have Steam releases though.
If you’re talking about playing PS5 games you’ve dumped from a disc with an emulator, which it sounds like maybe you are, Proton and Steam won’t do much for you here. If you’re talking about PC versions of these games that you’ve “acquired” then Steam may help there. You could add the game to your library as a “non-Steam” game and then just run it with Proton that way. HGL may work here too but I’ve only used HGL for games I own on GOG or Epic.
Ah I see. I’ve not used bottles so have no suggestions there, but you may be able to use Proton to run the installer. I’ve done that for other types of Windows apps like the Battlenet launcher or Origin/EA App. You add the installer itself as a non-Steam game, run it, go through the install process. Then you add the installed exe as a non-Steam game.
I think the installed files would be in the same location as the installer itself but they may also get their own app ID in your Steam folder. I can’t recall exactly.