Hello @Frontear, in Steam, you should be able to enable Proton by right clicking on the non-steam game -> Properties and check the Force the use of a specific Steam Play compatibility tool option to use Proton in this case.
Closing as this is a question about the Steam client and not Proton itself.
I appreciate this answer, however I've tried this, and the application itself will still not launch through steam.
For future reference, where should I go to ask such questions?
This question is about the Steam client's integration of Proton, so the steam-for-linux issue tracker is where it makes sense to discuss this.
It was previously discussed at https://github.com/ValveSoftware/steam-for-linux/issues/5677 and you may have encountered https://github.com/ValveSoftware/steam-for-linux/issues/5220.
I want to run some .exe games that I downloaded off of a different site to play. Obviously, I can just run them under normal wine, however I'd like to do so from the client. However, it does not seem to run if I simply add the .exe as a non-steam game to my library. What am I supposed to do?