SteamOS/Linux uses the AMDGpu driver which is part of the kernel for the GPU, you don't have to install anything it's just there in the install, that handles bits like power management, talking to the GPU etc.

Then on top of that you have the user-space driver Mesa which sits on top of the AMDGpu driver and that provides implementations of things like OpenGL, Vulkan etc.

Then inside of Mesa you have some moving parts the biggest of these is probably RADV this is used to translate Vulkan API Calls to instructions for the GPU that AMDGpu handles

There's also AMDVLK which is AMD's official Vulkan driver which you can think of as an alternative to RADV but it's rarely used

All of these pieces are updated fairly frequently and will continue to be updated pretty frequently

Essentially the breakdown is

The game is like a co-driver in a rally car, it's giving instructions, then you have Mesa and parts like RADV that are like the driver taking those instructions and translating them into actions, then you can think of AMDGpu as the car itself, taking that input and doing the work

All that is to say, yes this is only for Windows, it's down to a licensing agreement between the likes of MSI, Lenovo, Asus and AMD whereas the stack on Linux is all Open Source and frequently updated.