I won't write up a full guide, but as another option for automatic installation, there's also Proton Plus. It's a little more streamlined and has a prettier UI, but is functionally the same as ProtonUp-Qt.
A tip for anyone who uses other launchers: In ProtonUp-Qt and ProtonPlus, you can also install automatically for Bottles, and I believe Heroic and Lutris as well. For ProtonUp-Qt, look at Applecheeks37's screenshot for automatic installation step 2. Where it says "Install for," you can select other launchers.
In ProtonPlus, unless the UI changed very recently (I'm stuck on a Windows machine while waiting for my desktop to come back from repair and can't check), the application is divided into a left and right side. You'd select Steam, Bottles, etc., from the left, and choose versions of Proton (or other compatibility tools) on the right.
Naturally there are steps for setting those tools in the other launchers, similar to the steps in Applecheeks37's tutorial for choosing tools in Steam. If there's interest, I can prepare a guide for configuring Bottles with Proton-GE (and probably Heroic, too) once my Linux desktop is back, but I neither want to hijack this thread nor dilute searches by lumping detailed steps for other launchers into a Steam specific thread.