I am a big PC gamer, so when Proton came out, I thought about giving Linux another try. I currently have a spare PC (i7-4790 with no GPU). So I am not going to be trying to play complex games, I am mainly trying to learn and get used to how to get games running on Linux. In hopes I can eventually make the full switch. Well, right now, I am really confused.

As far as Steam games go, that is easy. I have downloaded Steam, enabled Proton, and there we go. However, with games that aren't on Steam, I am struggling.

For example, Epic Game Store games. I have downloaded Lutris, and I have EGS installed. During Christmas or so, they had new games every day, so I got them when I could. Right now, I am trying to run Into the Breach. Whether it has a Linux version, I don't know, but I know for sure the EGS version is not a Linux version. I installed Into The Breach through the EGS, went into Steam and added a non-Steam game, and navigated to the exe. I turned on Proton, and got nothing. I tried launching the game from the EGS, and it worked, but it was very buggy and ended up crashing before I could even navigate the menu. How would I go about getting a game like this to run with Proton? I feel like there has to be a way, but I am completely missing something.

Also, what would I do for a game that is not on a store, I have no specific example off my head, but for example a fan game that only comes as a rar'd exe.

Sorry for the long post, but I think there is just something there that I am not quite getting right now and I don't know what it is. I have Googled the problem, but it hasn't came to me yet. Thanks for the help.

I'm not a gamer at all, but you might consider widening your support net by posting on
https://forums.lutris.net/

I have no experience with EGS, but it's entirely possible that it itself is part of a DRM scheme and must be used as the laucher for it.
So, perhaps running EGS with proton is the way to go? I...really really doubt it, but, perhaps.

Note:
It is not entirely uncommon to risk a ban by playing online games that have no Linux support on Linux via wine/proton.
It's the sad truth, but not the fault of Linux, but those who do not support it, as enticing as that mindset might be.
Linux has got it all there, open even, it's free to make software for it, but that software doesn't make itself, it must be made by people, and if those don't do it, then there's nothing Linux can do.

Stick to Windows if AAA gaming is precious to you and run Linux in a virtual machine to get aquainted to that there.