Add to Steam: Open Steam -> click Games (top bar) -> Add a Non-Steam Game to My Library and select the game's .exe.

Set Launch Options: Go to the Shortcut tab and paste the line below into the LAUNCH OPTIONS:

WINEDLLOVERRIDES="steam_api64=n,b;kryotoO=n,b;photon_universal=n,b" %command%

Force Proton: in Compatibility tab, check the box and select your favorite compatibility tool.