If you don't have a brand new top of the line computer from 2021, Its my opinion that you should wait until Zorin OS16 releases. OS16 will release soon, and it just makes sense to wait if you can.
I too agree that supporting the dev's should always be a good option. If you like what the dev's are doing, and you like the software their producing, why not support them? I myself bought two different distributions of Zorin OS, 9, and 12, when I bought Ultimate editions.
Plus the benefit I got from that was, already loaded with apps and neat games, and the special access to direct support I got from the Zorin dev's by doing so. But yes, you don't have to buy if you don't want to. Like Mr. Harvey said, there is Core and Lite.
And yes, Steam can be installed on all Linux distributions. It can be found in the software center, just log into your Steam account once installed and launched. Also, you don't need to have Wine directly installed on the system for the games to run.
Steam now uses Steam play, which is an integration with the Proton compatibility system. All you have to do is right click on your games, go to properties, then click on the compatibility category. Then tell the games to force use Proton.
Now, youll see a list of Proton versions, which version of Proton works right with the game, greatly depends on the game. So try each one in the list until you find the Proton version that works correctly with the game, launches it, and runs it without crashing.
I can provide you help further down the road, when you are ready to do all this. I am a gamer, I use Linux, so I been around the block a few times in this area.