Hi there. Some steam games are way too big for my internet connection and may take more than one day to download.
Is there a way to pause lutris and resume later?
I can close the installer and let steam continue the download, but when steam is finished, clicking in the icon on lutris will continue the installation?
Absolutely!
The only detail to pay attention to is not to delete the incomplete download if you cancel the Lutris installer.
You can also open Steam/WineSteam and download some games then launch the Lutris installer for those and it will skip the download and proceed to setting up the game (prefix creation / winetricks / whatever…)
Thank you very much. 
I was worried I would need to keep my pc on all day long.