Alright, I'm on Linux Mint. Steps I took:

1. Downloaded version 0.8.2 c
2. Right clicked and chose "Extract Here"
3. In steam added non steam game (chose VotV.exe)
4. Right clicked game in library
5. Properties
6. Compatibility
7. Checked Force the Use of specific compatibility
8. Chose Proton 9.0-4
9. Closed window
10. Clicked play
11. When the popup saying "following component(s) are required" I clicked install c++ runtime <- This will install it only for this game, my understanding is steam using a prefix for every game and this will install it for this game's prefix
12. Let it install (just yes through the checkboxes, I changed none of the settings)

Ran perfectly fine after that (well, I spent five seconds in the tutorial after "rendering icons" took like five minutes). I believe ProtonTricks has a branch somewhere that can be used to somewhat more manually install things to non-steam games in your library, but I've not gone looking for it.

I will say I thought you were talking about a steam game since you mentioned proton and this is an article about proton. For non steam games a lot of people prefer to use Lutris, I've never used it so I can't speak to anything about it. You could also use winetricks to install vcrun2022 (the c++ runtime that it's asking for) and then just use wine to run the game but that feels weird in this day and age.

Sorry, that's all I got