I would use Heroic Games Launcher personally. You can add any game you want, and before it creates the prefix for you, you have the option of running installers on the prefix first. Then you can add the game executable. If the game requires proton fixes which it very likely would, you can search the game on SteamDB to find the AppID then make sure there's a file called steam_appid.txt next to the game executable with the game's app ID from SteamDB. That will tell Proton to apply any fixes that it has on file automatically.

If you're a fairly advanced user, you can also just look at what files are included on the game's SteamDB "Depots" page. For example, GTA San Andreas looks like it requires "DirectX Jun 2010 Redist". You can either download that from Microsoft or you can run winetricks (through Heroic, or through terminal) on the prefix to add d3dx9.

Heroic Games Launcher: https://github.com/Heroic-Games-Launcher/HeroicGamesLauncher
Steam DB: https://steamdb.info/