A game must be ported to Linux by the developer. After that, they have to upload the Linux version to Steam.
They Bleed Pixels is made by Spooky Squid Games, and is currently only made for Windows. If Linux support is important to you, I suggest you email them ([email protected]) letting them know.

But i buy the ost on steam !
How to get it on linux ?
I talk about the music not the game.

I assume by "OST", you mean the soundtrack DLC?
Steam doesn't appear to have recognized that some media is platform-independent. (Indie Game: The Movie is also not available on the native Linux client)

While very poorly written, I'd say this is a bug: At least some platform-independent media isn't recognised as platform-independent.

I've noticed that, strangely, some games actually -do- download their soundtrack if not otherwise supported. Some soundtracks are downloading oddly.

I agree with ringerc, it's a bug, but not everyone is going to understand that OST means soundtrack.

This is a notable bug, soundtracks technically are not DLC, they're game independent, but the way steam handles it actually doesn't allow to download it on other platforms(enabling proton for every system does "fix" that) or while you don't own the game.

Steam needs a music fix, all OST should be separated from its titles, since they're independent content.