Proton can be used to run non-Steam games. The standard way to do it is to add the game to Steam via "Games | Add a non-Steam Game to my Library" and then enable Proton after it is added.
You can add any other executable into Steam and run it on proton that way. I used it for non-game applications with great success. Proton can also be installed and used without Steam, although the process was so involved last time I checked it was easier to use Steam as a launcher even if you have no need for it otherwise.
Proton can only run Steam games, right? So Wine has its place for all other games.