I've found that running non steam apps on steam with the proton experimental compatibility usually just works, it has become my go to solution
It costs a little bit of money, but it comes with support and directly finds the WINE project (CodeWeavers is a major contributor.)
In some cases you might have to change which exe file it runs, if you initially run a setup.exe which creates the real exe file you'd want to launch inside the c drive environment folder
Very handy on the steam deck for some programs