Using Proton

Note: Using Proton outside of Steam (while possible) is not supported or recommended!

Credit to these instructions go to CommandMC on the Legendary Discord. Thank you!

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First off, open up Steam and open up its Settings (In the top left corner "Steam" -> "Settings").
In the new window, head down to the last category ("Steam Play") and make sure "Enable Steam Play for all other titles" is checked.
Select the newest Proton version in the dropdown below that option (5.13-2 as of writing).
Once you click "OK" at the bottom, Steam will prompt a restart. Click Okay on that, and after it restarted search for "Proton" inside your Library.
Select the newest option ("Proton 5.13" as of writing) and hit "Install".
This will take a bit to download and install, and will ultimately consume ~2GB of space on your hard drive.

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Once that's finished, head over to your Legendary config file, by default located in /home/$USER/.config/legendary/config.ini.
Then, edit whatever game settings you want to edit to this:

[AppName]
wrapper = "/home/$USER/.steam/steam/steamapps/common/Proton 5.13/proton" run
no_wine = true

[AppName.env]
STEAM_COMPAT_DATA_PATH = /path/to/your/prefix/here

Edit the STEAM_COMPAT_DATA_PATH variable to be a valid path to the folder you want your Proton Prefix to go.
They're not interchangeable with Wineprefixes, so your best bet is to choose a new folder somewhere.
Where Proton is located depends on which Steam Library Folder you chose to install it to, this is just the default that most people will have.

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Most games should run fine out of the box; check Lutris or the Legendary Discord for specialised instructions on some games.