Afaik Steam has a compatibility layer (Proton) which makes the games run on linux, because the SteamOS which is running on the Steam Deck is Linux. There is Wine you could use for games outside Steam, or you could also try running them throuhg Steam.

Now I have no experience with any of this, but plan to set up Linux dual boot at some point and this is my understanding of things. Somebody better suited will probably chime in with mire details