I have questions

First I must say. I am both gamer and editor ( i use premiere pro but i will learn davinci for linux) First- can i use the installation files of my windows game on linux or does linux have its own versions for game?what about steam games? Can i just back up them and restore?(We have limited internet) Seccond- do Linux distros have services like service host?(These services download in middle of game and my uploades and i have limited internet) Third- i searched youtube alot and i dont know what disro i should choose for davinci and gaming(mostly dota 4 can i have hdd hard drive and share its content with both windows and linux without changing format? Thanks in advance