Hello @mritunjaymusale, in general cross-OS sharing of Steam libraries is not supported.
That said, Steam does attempt to discover existing game files in the Steam library when you tell it to install a game. So, you can give it a try, but if anything goes awry, it's up to you to figure it out.
Closing as this is not a Proton issue.
Nothing extracted yet.
I have already downloaded games for windows and are in my steam library for windows, so instead of re-downloading everything can I just move them and do "verify integrity...." and proceed?