Most GoG games can be run through steam/proton, but it's a bit tedious. I'm guessing that there are better approaches than what I do, which is to

1. Download install files from GoG. For BG3 it's like 27 or so files and one setup executable. Place all of them in the same folder
2. Add the install executable from 1. as a "Non steam game". Through the "Games" -> "Add non-steam game to my Library".
3. Edit the entry from 2. and add compatibility. (Right click and "properties". "Compatibility" and check the "Force the use of a specific Steam ...". I used Proton 8.0.3
4. Run it, and complete the installation. The install allows you to run the game directly, but don't do this. Just exit it after finishing the install.
5. Locate the wine installation for the game. Something like "/home/<$USER>/.local/share/Steam/steamapps/compatdata/pfx/drive_c/GOG Games/Baldurs Gate 3/bin/bg3.exe"
6. Edit the entry again from 2., set a nicer name. And the adjusted path above as the TARGET. And full path of the bin-directory it's in, in quotes, in START IN.

You should be able to run it as a normal steam game. I've done this with all gog games I own without much issues. Though, I usually check if it works on protondb.com before I buy it.