Could also try out Bottles @120% linux noob. Find it in Discover (the app store), install, and then in Bottles, make a gaming prefix. Then load your exes of your choice in there
What is it you're adding? You've got the option in the Bottle to either "run executable" (then pick the right executable), or if it's something installed frequently like a store--Blizzard Launcher, Epic Game's Store--you might just find it under "install Applications"