You boot up Heroic, you point it at your GOG account, then you go to the clearly labeled Wine Manager in the left panel. Choose the latest Proton-GE (Glorious Eggroll fork) or a version of your choosing. Then go to library and download the game you want. It will prompt you to choose a Wine version that you've already got installed, and it seems to detect the ones you have installed via Steam and via their Wine Manager; I recommend sticking to Proton-GE. The installation process for each game works much the same as any other launcher you use.

If you want to try the game on GOG first, they have a 30-day no questions asked refund policy, since they can't exactly track how many hours you've played. It's just kind of on the honors system that we're not abusing it as customers, or maybe if you do it too much. Most games just work, but I have found the odd exception. For some games, like The Thaumaturge, I had to run Winetricks to download some VC++ runtimes to get it working (which I was only able to deduce based on the depots visible on steamdb.info). I nearly bought a copy of The Alters today, but early reports on ProtonDB are that it's got some crashing issues, so between Valve and GloriousEggroll, I figure that problem will be solved in the next couple of months.

The refund policy on GOG is so good that you can just try it first and buy the Steam version instead if it doesn't work out. The 10% referral code that benefits Heroic shows GOG how much of their customer base are on Linux, and it should enhance the Linux experience via funding at the same time.

It's a 3rd party launcher that can do GoG and Epic games. 10/10 for GoG, but I wouldn't touch Epic with someone else's computer

GOG's? Which part of it?

Without saying too much, play deathloop