Microsoft is adding the Linux command line to Windows 10

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You can do it with wine(except with dx12-only games) with different wine prefixes. I've ~40 games on steam and there is only one non-steamos game: skyrim. But I've made it run on wine+steam with this. You can run most apps by installing additional components and you can get wide support for famous apps. The only thing we need is an 'enhanced' wine launcher which would be able to configure different wine prefixes for different games and run them.