There's protondb which is pretty similar to winedb that usually tells you what you need to do to get games working; Maybe I have just had the bad luck of picking games that don't work directly out of the box i'm not sure; but in one case (civ 5) i had to add a command line arg, and another game I had to add an LD_LIBRARY_PATH entry to get it to work on my machine.

Could also be that i'm running on arch which isn't officially supported, maybe if you stick with things like ubuntu it works better. Nevertheless, it usually has involved some fiddling for me, but once you get it to launch it's been pretty reliable.