Running games through Steam's Proton is great. But what if there is a secondary exe or configuration application bundled with the game? How can you launch it if Steam itself only launches the game?
Simply run this command in a terminal:
cd /path/to/steam/steamapps/compatdata/20920/pfx
STEAM_COMPAT_DATA_PATH="/path/to/steam/steamapps/compatdata/20920" WINEPREFIX=$PWD \
"$HOME/.steam/root/steamapps/common/Proton 5.0/proton" run ./drive_c/path/to/custom_application.exe