I wanted to host a Minecraft server for some friends, so I got cobbled together a PC out of some spare parts and put Ubuntu server on it. Over time I added an emby server and tools to get media for the emby server and that was good for a few years. Then I moved and had some more space and fell way down the rabbit hole of used enterprise gear.
One of the basic differences between windows and Linux is that instead of C:\your_folder or D:\your_folder is that you mount drives as directories wherever you want in the filesystem. For example /home/username/documents could be on drive A while /home/username/games could be on drive B or even on a remote server. It’s actually pretty common to put the entire /home directory on a separate drive which makes reinstalling or changing the distro very easy.
So to answer your question, yes you can put your games wherever you want and they will run seamlessly. Wine can be pointed straight at an .exe. the only thing that gets a little weird is when you try and run programs remotely through a network share, but you can usually solve that with symlinks.
I have opnsense virtualized on a proxmox server with a couple of things that should hardly ever need restarts. It actually works pretty well because the host almost never needs a reboot and rebooting a vm is way faster than bare metal
The gist of it is that they are making The Making of Karateka. Which appears to be basically the same thing as a director commentary for a movie but a game. You can play different versions and jump into the game during recorded bits.