First. Run this:
export STEAM_COMPAT_DATA_PATH=~/.local/share/Steam/steamapps/compatdata
Second. Now in the same terminal, run your game (this example: Raft)
~/.local/share/Steam/steamapps/common/Proton\ 5.13/proton run ~/.local/share/Steam/steamapps/common/Raft/Raft.exe