I have Conan Exiles installed in my Linux steam library, but it doesn’t show as installed in lutris. Maybe it’s because lutris isn’t compatible with steamplay yet. Steamplay is only available in the Steam beta Linux client. It is a project that uses wine, Vulkan, and proton to try to get Windows games to run on Linux.

You can simply play games on the Windows as well.
what games are you currently looking for?

As far as I know lutris is compatible with steam play. Iam running DS3 through it