For AMD, you don’t, it’s built into the kernel.
Dependent on the game. For non-Linux games, check https://www.protondb.com/.
Games with no Linux anti cheat support, such as Rainbow Six Siege
No. It’s like asking if iOS and Android have all the same Software. Steam and Discord have Linux builds.
If you also need to look for alternative software, you can look:
You probably also want to go to /r/Linux_gaming subreddit.