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Some Windows exclusive programs can run in Winboat, a special VM which make it look like a normal program running native in Linux. I saw a video a while ago where someone used it for Adobe software and it worked well.
Some games, especially competitive multiplayer, can't run on Linux because the developers restricted it (basically everything with modern kernel level anti cheat).
I personally haven't managed to get Rocksmith (a guitar hero type game where you play with your actual electric guitar) to work, though others have so it's possible. For most other software I found alternatives, but even on Windows I used FOSS software where possible so most of them exist for Linux as well.
If you have an Nvidia card, like me, and use a Wayland based desktop environment you can experience issues. For me sleep / hypernation does not work at all, my pc does not recover from it and I have to cut power through the psu switch.
Overall it went pretty smooth and Cachy's configurations don't need to much tinkering.