Actually if you purchased a Zorin 16 Pro, you could directly ask Zorin group for help. Just send a message as a reply to the mail you received when you made a purchase.
On the second picture it shows the install custom Proton. Proton-GE-xxxx
The first picture you see the /home/michel/steam/ and all the files that are in the steam folder.
When i press ctrl + h i only see the folder from proton (the downloaded one). Why dont i see the files from what steam shows. When i look into steam and look in the /home/michel/.steam/ it show their own files and not the folder i installed.
The Proton-GE-xxxx was already listed before i installed the proton from the internet
Stream is probably looking for an executable or the Linux equivalent... at the bottom change the dropdown from application to all files and folders, or just all.
The stream directory everyone is refering to starts with a period, making it a hidden system folder in Linux. In ms it was $. By creating a "steam" folder you only confuse yourself. Your stream software doesn't even know it exists.
Edit:
Steam also warns that the windows version is not recommended to be played on Linux, especially if there is a Linux version. How they are programmed (architecture and os specific interfaces) make doing so problematic (low frame rates, application freezes and not starting at all are some). If a Linux version is offered, it is recommended to install it on a Linux system. Usually there is a Linux version because the ms version will not play, even through wine.
A quick side question for @Storm or other people who could help: I try to play Windows games with Proton (Experimental by default) but when I click the "Play" button, it automatically Cancel, then Stop, then it gets green again "Play". So can't launch the games. I tried Glorious Eggrolls, but doesn't work either. Weird thing is that Proton versions 5.10 and earlier do work, the games launch. I'm at lost because I saw so many posts about that issue but can't make it work... Anyone had the same issue on Zorin OS and has a solution?
A good idea is to check https://www.protondb.com/ to check which Proton version works with X game.
Some games works with earlier version and not later version. You can set up in Steam different Proton version per game.
Yes same here, no matter what i try to do it always says "launch failed". Installing the older protondb manually does not get picked up by steam either.
i was wondering ...
How did you install Steam? .deb/flat/snap? There can be a problem if you installed Steam as flat/snap as they run in sandbox.
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Just like what I experienced with FlatPak OnlyOffice.
It is in the sandbox and unable to connect a network printer nor a network drive. It is puzzling why they bother to create this mode of installation. Office suite without printer is completely useless 
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I didn't touch anything in the Software settings, so I guess FLAT since it's what it's set by default... (so no .deb)
I think you install flat then.
Both of you, try uninstall steam and go for .deb version.
Source in the appstore says flathub indeed
Should I save/move the games before uninstalling Steam or better download them again?
You could try move them (I've never done that before so...), if it doesn't work you can always delete and download again.
I installed the steam.deb and installed the proton, now it does show in steam.
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@Storm OMG it works! Thank you so much, been 10 days since Launch Day I couldn't find out why Proton wouldn't allow me to play on version 5.10+. I still don't know why (do you know what changed before version 5.10 and after?), but at least now I don't have to try so many workarounds and waste hours.
So, installing .deb worked.
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Flat/Snap is ... how should I put it ... problematic in many ways. So I always go for .deb or PPA's
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