As others have said, it’ll work on Linux. Right click on the game in your library, go to Properties, then Compatibility. Tick the box to Force use of Steam Play, then pick a Proton version, like Proton Experimental. This will work for most games. Check out the Proton DB website to check for any exceptions or specific settings. (You’ve bought a Steam licence for the game, rather than a version for a particular platform.)

Amstrad GX4000! Fantastic looking machine, sold mine a few years ago, which is a bit of a regret. https://en.wikipedia.org/wiki/Amstrad_GX4000