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As another person mentioned Proton is Linux’s compatibility layer for Windows applications, from my understanding it installs necessary .NET frameworks and other dependencies into a fake C:\ drive an then utilizes that fake C:\ to trick the game into thinking it’s running Windows.
Every windows applications I put through Proton has not once failed to open. Now the claims that Anti-Cheat for games isn’t supported is purely false, most popular anti cheat’s do support Linux however, it’s entirely up to the publisher to tick the checkbox to allow Linux users to play.
Battle eye, Punk Buster, Easy Anti-Cheat all support Linux natively.