@misty valve
I'd probably extract the iso somewhere fairly static, add the installer as a non-steam game, make sure it uses proton in the game properties in steam, let it install to "C:", then change the target for the non-steam game to whatever you'd run to get the game going. DO NOT remove the non-steam game, it's important as you'll be installing it to the non-steam generated wine prefix. You can find the prefix number using protontricks, and find that folder in your compatdata with the steam library on your main drive.
otherwise lutris has a fairly good flow for running installers > game, but I'm not familiar with that flow. You can choose wine setup and specify a proton runtime as the runner.