Not every game works, but as another user pointed out, ProtonDB is a good resource. If you buy a new game on Steam, and it doesn’t work, you can refund it within the first 2 weeks (and below 2 hours playtime) for any reason. That includes “Ths game does not work on my operating system”.
Probably, yes. Dual-booting may also be an option for the one or two games that don’t work.