Proton will make almost anything work. There are more than a few different approaches but if you need a gui/simplified all-in-one tool I can't recommend lutris enough.
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just mount the .iso (if there is one) and run the installer (e.g. setup.exe) with WINE
Yeah sure and then it fails because some WINE compatibility issue or because you've to manually install half of Windows on Wine manually before being able to install anything useful.
assuming that you're running WINE through the terminal you'll see if there's any error and usually it's pretty simple to find what you need to make the game run (if it doesn't already)
for starters get all the gst/gstreamer packages including the plugin ones (libav, good/bad/ugly, etc.) and make sure to have both 64 and 32bit versions.
get wine-mono (or directly install .net runtimes in your wineprefix, easily done with winetricks) and wine-gecko.
after that you basically just get whatever .dll or vcrun stuff as needed (following error messages), most easily done through winetricks
I will admit though, while using Linux Mint (instead of Arch Linux which I use on my home PC) at a relative's house I had some trouble at first because a) apt package manager sucks, b) the names of the packages were different, and c) wine-mono and wine-gecko packages didn't exist so I had to follow these instructions https://wiki.winehq.org/Mono & https://wiki.winehq.org/Gecko
also just like how protondb is a really good resource to look up how well games will run on steam proton and tips on how to run them, there's https://appdb.winehq.org/
I wasn't saying it can be done, thing is the time and effort to make it work is way too much... and the end result tends to be poor. A Windows license costs close to nothing to most people (comes with computers, can be bought for 10$ in some places, pirated etc) and things work out of the box as expected, better ROI. Even if you've to virtualize and/or dual boot still easier.
I have a question regarding that too, I tried to get a GOG copy from Fitgirl working with Lutris but it keeps asking more for authendifiation to run one of the presets and the button for that seems broken so I can't evdn try to log in.