Adding Steam to Heroic Launcher

🍎macOS

I'm currently on a macOS trying to run window games on steam. When I pressed "Add Game," I chose the title steam and for the executable file I chose: SteamSetup.exe (the windows file for steam that I just got from steam). When I press the green play button it says launching, then launching dissapears, and it's back to the original start button. What do I do?