Don't buy a Windows license, don't reboot and don't use a Virtual Machine. Try a free trial of CrossOver to run your Windows software on Mac, Linux and ChromeOS.
CrossOver is actually pretty good for Macs with Apple Silicon, where there is limited choice. But on Linux, you're far better off sticking with Steam + Proton-GE / Lutris + Wine-GE
If you look at the developers of Proton, Lutris, and wine you will see a decent number of codeweavers employees. I think valve may have even hired them to develop the compatability layer on the steam deck (Proton/Wine).