Steam on Linux

Good news: Steam runs on Linux. It's the same app you use on Windows, and TuxPick installs it for you from Flathub.

Steam

Also on Windows

Valve's game store and launcher, with Proton to run many Windows games.

Installs from Flathub.

Press the install button above. TuxPick opens with the app already ticked. Add anything else you need.
Download the installer file.
Open a terminal with Ctrl Alt T, run the one line TuxPick shows you, and type your password when asked.

It works on Ubuntu 22.04 and 24.04, and on systems built on them like Zorin OS and Pop!_OS.