Steam does not work - games not start even with proton - why?

[Edimion]

Hi,

Please give us the information what hardware you are using?

For example,
In my case also I cannot use steam and proton because my hardware is old. Two years ago I could, but once Lutris and Steam removed that support it's impossible through that way

But you can install windows through the Virtual Box with Linux Lite but actually I don't have that experience.

So you have to update your topic giving more info or start a new more specific one.