Iirc you can install games or apps from an .exe installer using lutris. You can check !linuxcracksupport@lemmy.world for help with pirating games with Linux.

I dual boot Fedora and Windows on my PC, have had a good experience so far. I would say Fedora is beginner friendly and is a good choice for a distro, everything just works.

Fedora 38 and Windows 10 on dual boot, though I mostly just use Fedora.