Here is how you make it work:
Step 1:
Enable Steam Play
https://store.steampowered.com/steamplay

Step 2: enable Steam Play for everytitle

Step 3:
Download Victoria 2 with the steam client

Important step 4:
Rename victoria2.exe ... just rename it to something victoria2_old.exe is a suggestion
then... and this is important
Rename v2game.exe to victoria2.exe

• Why we need to do this: The older style paradox interactive launcher needs to be bypassed. If you like using mods, I'm very sorry, I have no easy fix for you.

Step 5:
Launch Victoria 2 using the steamclient

I hope this will make your game run on your Linux distro.
if you have any questions, I will try to answer them.

Special thanks to protondb for reports on running the game, credits go to those who figured out this & tested it.
https://www.protondb.com/app/42960

check out https://www.protondb.com for other steam titles running proton and linux.

Guide Picture by Macius check him out @ flickr.com
https://flic.kr/p/4Amhm1
https://www.flickr.com/photos/24453246@N03/

Picture Lisence
Attribution-NonCommercial 2.0 Generic (CC BY-NC 2.0)
https://creativecommons.org/licenses/by-nc/2.0/