itch.io

In your steam library, there should be a button in the bottom left that says "add a game". You can use this if you have a steam key for something, but you can also add a shortcut to a game that you don't own through steam. Once you do that, just go to the "properties" menu for the game, and in the compatibility menu select "force the use of a specific steam play compatibility tool". Experimental or any recent version should work. After that, you can just launch the game through steam and it should do all the work for you

I went to my steam library and clicked to add a non steam game, added yomi hustle, and then told it to use steam play when it opens the game. If you're familiar with wine/proton and already use it, you might have an easier way. If not, I recommend looking into them. Steam play uses them and it's a very easy way to get non linux games running on linux.