One more vote for Linux support from me, too.
It works great for me in Linux (steam's Proton 4.2 / Mint 19.3 / 1050 Ti). I have sound, music, and 30 FPS+ with medium-ish graphic settings at 1920x1080. You probably need vulkan + current Nvidia drivers installed in linux. I think it would probably run with a regular wine too if you don't mind fussing with DXVK and audio stuff.
To set it up, I downloaded the offline installer, and used proton to run the setup.exe (this creates the prefix too).
# Change the compat path to where ever you want to store the game
mkdir -p $STEAM_COMPAT_DATA_PATH
# Change to the directory where you have downloaded the offline installer
~/.steam/steam/steamapps/common/Proton\ 4.2/proton run setup_medieval_dynasty_0.6.0.5_(64bit)_(48157).exe
(Ignore the install errors that happen at the end.)
Then, to run the game, I made a launcher that runs this script. (Note that it's using wine, not proton, to actually run the game. "proton run" doesn't work for me)
GAMEDIR="$STEAM_COMPAT_DATA_PATH/pfx/drive_c/GOG Games/Medieval Dynasty"
~/.steam/steam/steamapps/common/Proton\ 4.2/dist/bin/wine Medieval_Dynasty
Hope that helps someone, have fun!