You install it from within Steam, or using flatpak if you’re installing Steam via flatpak [Proton on flatpak has reached EOL, try installing via Steam instead]. Then in settings you set it so every game uses the Proton compatibility layer, or whatever it’s called. You don’t have to do it per game, it’s a global setting (as well as a setting for each game if you prefer).

I can’t answer for a specific game though, you’d have to simply try it out or check a database which has info on games that can run using Proton. I don’t know the site from memory.