You can setup the itch.io app, it works a bit like Steam, albeit more limited. It still helps with managing downloads and keeping your library more accessible. You can always just download the games and extract them manually anyway, most of these do not have instalation files like ones purchased from GOG, they're just zipped.
Games for a different system, say Windows, can't be downloaded directly. You need to download them externally, extract the zip or run the exe file through wine, and then you can just run the game, again, through wine.
Aside from Minit, I didn't have much issue with most games I tried, specially having the second option of running the windows versions. (running Kubuntu 20.sumthing~)