What happens when a Windows virus runs on Linux?

I'm considering installing some abandonware games, and, as anyone who trawls the internet for old executables knows: they are often rife with viruses/malware.

It's easy to avoid the ones that are clearly malicious using tools like VirusTotal, but it gets trickier when the "is it clean?" is more of a "maybe" than a "no" because you're not sure if something is a false positive.

I'd rather not take chances and will generally avoid anything I find even slightly suspicious, but it did get me thinking: if I ran the games through Linux instead of Windows (e.g. via WINE or Proton), am I equally vulnerable?

Does something like that sandbox the virus? Is the virus rendered ineffective by being in a system it's unable to exploit as intended?

Or is this wishful thinking and it's still risky no matter what?

I'm not asking this as a "help me play abandonware games" plea (though, if there are best practices out there feel free to enlighten me). Instead, it's a curiosity -- a "help me better understand Linux vs. Windows" from someone who's not super techy.