Would I have to install them any special way through wine or can I install them like normal as if through windows?

All older GOG games come prepatched to latest official versions. In Fallout's case all three come with unofficial high patches preinstalled as well. Any other unofficial patches or mods you have to install yourself.

Bethesda however does not support Mac so those installers were probably not updated and if so only come with official patches preinstalled. I don't use Mac but the versions available for it are probably Wine wrapped Windows binaries like many other "Mac" and "Linux" games here as in many such cases no official Mac and Linux ports exist (or are in legal or technical limbo).

If you're on Linux you have to do everything yourself as GOG never offered Linux installers for these games.

GOG doesn’t provide Linux installers for these games, that’s true. But I do ;)