You can install Steam on Linux. In fact I have 2 PCs in my house for my sons. They run Windows games flawlessly. See for compatibility in the ProtonDB.
I tried running FNV on my home PC through Proton and it was basically a PowerPoint presentation. My Windows partition can run FNV just fine, even with a game-breaking number of mods. I'm sure I'm doing something wrong, as I've heard that FNV works well in WINE. I'm on Debian in case anyone wants to dunk on my shit help me out.