Here's another one from me. Wipeout was an ultra cool game. This is from 1995 and is still in fantastic condition, box and game inside are barely touched (how do you add multiple pics on here?). Wipeout featured a fantastic soundtrack featuring Orbital, Chemical Brothers and Leftfield amongst others. It was probably one of the earliest games to show what the PS1 was really capable off and blew away anything the competition had.
I imagine you might just need to add the .exe to Steam as a non-Steam game, make sure you've got some version of Proton selected under "Compatibility" in the game properties (on Steam), and then run it.
It really is that easy these days for most old Windows games. There's often no "playing with it" needed.
As I said to another person, it is more due to the age of the title than it being an exe. It's a shame that this game isn't still available somewhere like gog. It's probably in some sort of licensing limbo.
Oh I know, I'm just saying it's literally that easy to play old Windows games on Linux now. That's literally all you need to do for most of them in my experience.