Others have already advised you on how to run Windows games, but in my experience with these games:
The Sims
I’ve been playing it just fine on Wine, check EA App on AppDB
Cities Skylines
The first game has a native Linux version, not sure how the second game runs on Proton
Stardew Valley
Native Linux
Minecraft
It’s Java so cross-platform, including Linux
Generally you can check ProtonDB for Steam games, and AppDB for others.
Seems like a huge oversight in privacy communities, which are frequented by people with state actor level threat models.