The easiest way is to install Steam on your Linux distribution of choice. Next you activate steam play in the steam settings to use the proton compability tool which allows playing windows games on Linux. You can check ProtonDB to see how well your game should work and see if tinkering or additional settings might be needed. A lot of steam games will just work. If you don't want to use steam, you can also try Lutris or Wine directly, but this approach will need ALOT more setting up and tinkering.

Linux gaming will sometimes cost you more effort but I think it's worth it to get away from Microsoft and have my freedom to set up my system how I like. Feel free to ask if you have more questions.