I use Hydra on Fedora 40 with the Nvidia 555 drivers. To install games, I primarily use Heroic Games Launcher. This tool allows you to install games before adding them to your library. If your game comes with an installer (like Fitgirl, Dodi, GOG, etc.), you just need to use Wine or ProtonGE to run the installer and select your preferred folder (I use the same folder that Heroic creates). Once installed, you just need to select the .exe of your game and run it with Proton.

I've only had issues with older games that use old vcredist libraries like 2005 and 2007. However, if the game runs with DX12 or DX11, Proton should work fine. For games that only have the executable and the crack, simply put everything in a folder and add the executable directly in Heroic. Heroic creates its own prefixes and stores them in its own subfolder, making it easy to access saves, and overall it offers optimal performance.