It's completely behind the scenes now. If you have Steam on Linux, there's a setting you enable to allow the "Proton" compatibility layer (Valve's fork of Wine), and all Windows games appear in your library list. That's it. You install and run them like any native game, and aside from a bit longer start up the first time you launch a game, the experience is indistinguishable. I imagine a significant portion of Steam Deck owners have no idea they're not using Windows. I actually wish they would add some badge to a game entry so I can tell what's native, because it's hard to tell.