I have found a method to play the game on Linux:

  1. Installed WINE (staging)
    ( learned from here: https://www.winehq.org/ )
  2. Ran “winetricks” from terminal and:
    • Install an application, but cancel.
    • Install a windows dll or component.
    • Installed “dxvk” from the list, without it some textures were missing or bright purple.
  3. Downloaded setup.exe from Steam website, and run it with WINE.
  4. Open the just installed steam, its kind of glitchy but works enough.
  5. Installed Conan Exiles.

It works fine for me, at least until Proton/Conan gets fixed.
# I have not tried to play online or with Battleye.