When someone releases a game in a Windows version and a Linux version, the current Wine-based compatibility layers mean that the Windows one is more likely to run without issue than the native binary is.
I built a Linux gaming desktop 5 years ago. The only thing that regularly causes more than minor issues is that many online games use incompatible anticheat technology. I pretty much play exclusively single-player games on PC, so it hasn't been a practical issue for me.
It's pretty awesome. Some of the compatibility layers built on Wine (Valve's Proton/Codeweavers Crossover/Whisky) are almost plug and play. With Steam on Linux, a lot of games work seamlessly. I've only ran into trouble with very new games and multiplayer games with invasive anti-cheat that freaks out when they're running in an environment that doesn't look like a normal windows install
The performance hit is surprisingly low. It's not rare for the windows binary to run better on linux than the native one (when it's an option)
Just yesterday I got the Linux version of an indie game made with Unity and it doesn't even launch. Fetched the Windows build, ran "wine game.exe" and it just ran. Couple other things (C# projects iirc) also worked well
This is not a Unity game, but especially with ancient stuff like Red Alert? I would certainly try it and expect good results. Some years ago, Wine always used to give me trouble and never worked unless you used some special blend of options (like Proton and PlayOnLinux help with). Maybe those times have passed
