No, I think Proton is absolutely better for old games than Windows these days. That's kind of what my point was.

I'm not sure if Steam on Windows gives you the same Proton compatibility options as Linux, but it's often as simple as adding the game to Steam and clicking "start"

I imagine you might just need to add the .exe to Steam as a non-Steam game, make sure you've got some version of Proton selected under "Compatibility" in the game properties (on Steam), and then run it.

It really is that easy these days for most old Windows games. There's often no "playing with it" needed.