I've done this a couple of times, and let me tell you, it's a journey.
General info
when I did this, I stored all my games on a generic drive that I wanted to easily access from both windows and Linux. Lutris / Wine would usually expect every game to sit in its own prefix, but since every prefix uses multiple hundreds of MB and makes folder structures annoying to navigate, I instead opted to use my default prefix (~/.wine) for literally everything. While this probably has downsides, it worked for me most of the time.
In this default prefix, through the wineconfig, I added my data drive as an additional D: mount to make Installation paths identical to how they'd be on windows, even if it doesn't really matter. I also mounted library folders like "Documents" to the same folder Windows would access to (hopefully) use the same save files between Windows and Linux. For games saving to AppData, I had to create manual links from the main folder on the data drive into the AppData folder in the wine prefix.
Installing Games
I'll assume you're either getting clean steam files from "the forum" or using repacks that need installing. In the latter case, I'd usually not bother adding the installer to lutris, it seemed more effort than needed. I'd rather open the terminal, navigate to ~/.wine, put the installer .exe in the same folder, and run something along the lines of WINEPREFIX=$(pwd) installer.exe
. Specifying the prefix made sure that no new prefix would be created. Obviously you can also run the same command anywhere else on the filesystem, just remember to actually specify the prefix you want to use.
At that point, the installer should hopefully open. Proceed like usual and specify the installation path (in my case something like "D:/Games/Name of Game" or whatever). Best case scenario, everything works. Worst case, something breaks or fails, at which point id just boot into a windows install I had on the side, installed there, then booted back to Linux. You could probably achieve the same with a vm, but I never tested that.
Running games
Once you've survived the installation, you can add the game to your lutris library. Remember to set the wine prefix to the default one. You'll also want to mess around with different runners ("wine" basically never, "lutris-wine" sometimes, "proton" or "proton-ge" for steam games, and there's plenty more) and environment variables (enabling DXVK and DXVK_ASYNC for performance and other stuff). Since every game is totally different and requires different flags, I skipped all tinkering and went straight to https://www.protondb.com, where you can look up the game and the additional info other people use on the game. Transfer that info into your lutris game settings, and then hopefully things work.
What if they don't
Oh man, this happened a lot. Let me preface that I was on arch, so my troubles might not apply to you. When games don't launch, you can right click the game in lutris and look into the wine logs, where you'll most often find some form of error. Sometimes it's file access permissions (save location read only, game exe not executable, or whatever else), wrong or missing environment variables, or (for me this was the most frequent) problems with some media decoding component of the system that simply couldn't decode the media files no matter how many additional codec packages I installed.
At some point I just gave up and went back to windows. Gaming on Linux is a fucking handful and, for someone with a full time job and at most 2-3 hours of game time per day, spending 2 thirds of that trying to get shit to run wasn't a good investment of my time once the novelty of "wow I'm doing such cool and nerdy stuff" wore off. So I'm hoping this helps you and your experience will be better than mine.
I didn't proof read this, so no guarantee for perfect grammar or content. In addition, some helpful subreddits are /r/LinuxCrackSupport, /r/CrackSupport/ and to an extent /r/linux_gaming/. You can find some limited degree of help and information there too.
Let me know if you have further questions.
Edit: corrected helpful subreddits