There's even a Linux wrapper
from adamhm available for the Fallout games if you do not want to bother with Wine yourself.
Thanks, that seems like something I should be able to try to start my WINE journey! No idea why I always think it looks so tricky and put off looking into it.
It *is* a bit tricky, especially compared to regular packages installed from your distribution repository (in this regard even native linux installer downloaded from GOG is somewhat tricky, but at least I can easily install game binaries outside of my regular /usr/local/bin to the secondary HDD mounted in my /home folder, which is actually good bonus for my use-case).
The issue I have with wine is that often some game requires different set of extras than other, so using wine-prefix environments per-game is advised (doesn't even eat into disk space that quickly, each prefix is quite minimal while empty, not even near as bad as VM images with pre-allocated size).
And the second issue is, that by default wine is not sandbox, quite opposite, any exe by default in wine has good access to all your linux FS with the rights of your current user, i.e. it can for example delete your whole $HOME directory under normal circumstances (near impossible to happen by accident, but if somebody will give you malicious exe which will expect the wine environment, it can be done easily).
So my default config of wine locks these auto-mapped drives to everywhere, but that breaks many other helper scripts and common internet advice how-to, and I use wine so rarely, that I often forget how did I set it up, and how to use it in my current setup...
So after couple of years I started to avoid wine usage completely... :D But YMMV, there're are many other options, you can either ignore the (tiny) risk and keep using wine as is, or you can create different user account just for playing wine games (the new user can by default damage only his own $HOME, not your primary user), etc... depends how you use your machine, and how paranoid you are.
(one can also run whole another linux inside VM and inside that wine, to sandbox it, but then the question is why not to run whole windows inside VM, so this is whole idea is just joke)