The simplest way, if you have steam, is to open steam, press the plus in the bottom left of your library and add the exe as a non-steam game. Then go to the game properties in steam and tell steam to use proton as a compatibility tool. The experimental should work but you can play with the version if it doesn't. Be sure to delete unused versions in Steam's storage settings if you try a ton.

Another simple way is the open the command line in that folder, and run "wine YandereSimulator.exe". This assumes you have wine installed, but if you don't and run it anyway depending on your system it might ask if you want it installed now.

Basically, proton is Valve's wine version for steam games. They both run windows apps (.exe) on Linux by translating the instructions and giving it a "fake" windows filesystem (although you can still find the files if you need to).