There were Linus youtube series [0] about linux gaming. But I was skeptical about it as all games I wanted to play have native linux support. And I didn't experience any problems with them at all.
But today I wanted to launch Doom 1(which I own via gog.com) and it was a failure. I tried to launch it via wine and dosbox with no luck. Also, it doesn't have any .wad files available.
I tried to search it via duckduckgo and I came across zdoom [1] and tried to download it. Ubuntu's 64bit version is 404 at the moment. 32 bit version requires .wad files which gog.com version doesn't provide. And I'm stuck here trying to play 28 yo game.
[0] https://www.youtube.com/watch?v=0506yDSgU7M [1] https://zdoom.org/downloads
Download the windows version of a given application, and then use https://constexpr.org/innoextract/ (check your package manager) to extract the game files from the executable, and there will be your WADs
then for any third party engine, following the instructions provided to find where to put those WADs
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Alternatively, if that still doesn't work:
https://flathub.org/apps/search/doom flathub has a bunch of engine options, including those based on free WADs
And flatpak is fairly easy to add to a system https://flatpak.org/setup/Ubuntu/