There are plenty of ways to run non-steam games and most games work out of box. Wine/Proton, the software that steam uses to translate windows calls to linux calls, can also be run outside of steam. Wine can also just run generic windows programs so config software will probably run fine.

The peripherals is where you may run into some issues as I’m not sure how well supported they would be on linux. I wouldn’t know as I don’t use any special peripherals.