I agree, it's not possible to give a Windows manual to GNU/Linux.
You have to deal with the fact that linux-based systems are way more powerful and do things differently than Windows-based systems, it's like going from a 70's Lada to the latest Koenigsegg, you can't tell Koenigsegg to install the Lada steering wheel and gearbox and think that you won't have to adapt your driving technique, it doesn't work that way, but it will be more fun driving the Koenigsegg than the Lada.
All DE's work on all linux distros, and most distros have the same basic functionality, but there are differences in specific solutions. There is no "one size fits all" solution in linux like in Windows, you basically can have anything exactly the way you want it with linux, and as you grow familiar with the platform, you'll automatically know what works best for you. Steam runs on pretty much any distro, but in some distros, it's easier to install than in others. The easiest Steam installs are in Ubuntu (easily available via the software center and plenty of online documentations for configuring it, easy basic proprietary graphics driver installation through jockey), Manjaro (preinstalled and preconfigured, full automatic optimal configuration of proprietary graphics drivers through mhwd), Fedora (one-click install and autoconfiguration via Fedora Utils of both Steam and proprietary graphics drivers), and OpenSuSE (Yast One-Click install for steam and proprietary graphics drivers from the SuSE website, easy GUI configuration via Yast). There is no difference in performance of Steam on different distros, and there is only a very slight difference in performance between distros, the difference in performance between GNU/Linux installs mostly comes from the DE and the software that is installed, and how that affects resources. Steam, like most commercial games, is 32-bit only software, even on a 64-bit operating system. Open Source game engines are often available in both 32-bit and 64-bit, but commercial game engines are always 32-bit only.
For windows games you can start with PlayOnLinux, it's available in most repos, and has a lot of configurations for games and helps you install windows games in wine with settings that will work. That doesn't mean that those settings will be optimal for your system, but you can go from there.
There are a lot of emulators in the repos, really a lot, dozens, most do some type of games really well.
There are also alternatives to Steam, there is GOG.com, which has a lot of games that are preconfigured in PlayOnLinux, there is Desura.com, a mostly Indie games digital distribution platform that is specialized in linux and cross-platform games and did linux games long before valve started doing linux games, and has a lot of completely free titles for linux next to commercial titles, and there are a lot of free and open source game projects, like Minetest, OpenMW, Flightgear, Xonotic, etc..., and there are ever more new open source gaming engines. The best way to find open source games projects (because they are not boosted up in google search results for they are non-commercial), is to search via the game engine used. For instance, you can search for Luftballons, Irrlicht, etc... and you'll find open source game titles that are made using these engines.When you join an open source gaming community, people there will also show you the way to the better open source games and mods, these are not advertised, and open source game communities are pretty reluctant to provide documentation for everyone to just grab, they like to know whom they're playing with, so join a few gaming communities, and you'll learn where the good stuff is. The open source gaming community is pretty clean and civilized, and they like to keep it that way. It's a logical consequence of dealing with powerful open source software: almost every player can modify code and screw up stuff and degrade the gaming experience of others in doing so, not that breaking stuff while trying to improve is even an issue, the community has no problems with that and it will be fixed before it's really broken, but it's just that the amount of power open source software users have is enormous, so communities tend to keep a low profile and a members-only kind of attitude, to make sure that everything is a smooth as possible and guarantees the best gaming and social experience. So try some stuff out, join a community, tell them what you want, introduce yourself, and you'll be rewarded with powerful knowledge and good gaming buddies.
The thing about open source gaming is that it's way more involved: you have direct contact with the devs, you play with the devs on a server, you talk directly to the devs about the features of the games, you suggest changes and make remarks, you actually help developing the game by playing it, even if you're not a dev (although it's very easy to become a game dev or modder in open source games), your contribution as a player is appreciated because linux games focus on the gameplay experience more than on a beautiful retail box or awesome graphics, because a linux game is not a throw-away product, it's something that constantly evolves over a very long period of time, a bit like the former MS-Flight Simulator in Windows, multiple versions of a game are played at the same time on different servers, or on different people's PCs. A version doesn't get old, another version just means a different version, maybe with more graphics bling, but certainly with a different gameplay focus or gaming experience. In commercial games, this is not the case, you can scream all you want, but you'll probably never get to talk with a dev or suggest changes or whatever, the game will just come out in several versions because that's a good way to make people spend more money, but that's not an issue in open source gaming, the community can make dozens of completely different gaming experiences with just one game, it's like DayZ is a completely different game than ArmA, but it's just a mod, but then realizing that in open source gaming, you can go beyond "mods" and actually change the game itself, and that's just what the communities do all the time.
There is no better way to learn about GNU/Linux and open source gaming than to just start doing it. If you want to do something but don't know how, just ask the community and they'll show you the way, an open source community is not XBox Live or the YouTube Comments section, it's not a noob meat grinder, you don't have to subscribe or pay to get respect, you just have to participate with your ideas and skills, and the more you invest your ideas and skills, the more respect and return on investment you'll get.
To be completely honest, Steam is not the saviour or end-all-be-all of linux or open source gaming, in comparison to even many Desura games, but certainly in comparison to open source games, it still stands for relatively slow downloads, unoptimized downloads (if there is an update for a Steam game it downloads the whole shebang instead of only updating the bits and bytes that actually need to be changes, a thing that is standard with open source software and linux/linux applications... for instance when a new version of a huge open source application comes out, the package manager will automatically determine exactly which parts of the code need to be replaced, and will only download a compressed version of just those bits and bytes, so for instance, a 250 MB update will require only a 50 MB download, which makes updating open source code really fast and painless, but a package manager obviously can't analyse closed source code, so that system can't be used for closed source commercial applications like Steam games, so the only speed benefit when downloading or updating Steam games comes from the higher download speeds in linux vis-à-vis windows), and 32-bit only software. And that won't change any time soon, and as games technically evolve into the next gen of gaming, and 3.6 GB of RAM isn't enough anymore for a game, 32-bit games won't be able to keep up anymore. Without moving to 64-bit software, the potential of games is capped. That is not that much a problem with open source games or commercial games using 64-bit linux engines, so in the future, things will definitely change. Once technologies like 4k and oculus rift come out, 32-bit gaming will be stuck, regardless of how fast GPU manufacturers can made their hardware. Fact is that a dedicated 50 USD ARM SoC can probably deliver better graphics for an oculus rift running 64-bit software on linux, than an 1000 USD nVidia Titan can, running a 32-bit closed source game on Windows, it's just a matter of technical evolution. The first 4k gaming screen that is out now, uses two display controllers because there isn't one single controller that has the bandwidth for 8 megapixel displays at 60 Hz of refresh rate, and you have to run it with two Titans to get a satisfactory gaming experience, which means a total investment of 5500 USD, and there isn't even a game yet that can actually perform well enough to play it in native resolution on that screen, except for open source games... how long will it take manufacturers to feel the need for bringing out hardware that outperforms existing hardware in specs, but at a small price, and the only option is to dump the closed source old platforms and move to more flexible and modern open source platforms, and to integrate dedicated ARM SoCs in displays, so that you simply don't need a graphics card anymore to use the display, but the display itself provides the GPU solution for a much lower price. That happened with TVs, where small 20 USD ARM SoC's on linux can run fluid 2160p streaming video, whereas you need a 200 USD+ graphics card to do the same on a full blown Windows PC, and the old closed source software model is just not technically fit to deal with hardware evolution, because it's not flexible and not malleable. That is also happening with AMD and Intel, as they integrate balanced but basic graphics solutions into their chips, to provide the graphics of the operating system and core functions, and they know that the dedicated GPU cards now, are a dead-end technology, because they just can't keep up. Even nVidia knows that, and is investing in external dedicated graphics solutions, of which the nVidia Shield is a crude example, and - it wouldn't be nVidia... just like with the "android optimized Tegra gaming", which was just an easily crackable software lock that prevented games to run at full resolution on non-Tegra3 devices, whereas, after lifting that lock, other devices performed just as well and even better - they built a software lock into the software of the device so that their customized version of splashtop (yes, nVidia is also known for stealing open source technologies and giving nothing back, that's what they do) runs only for people that have invested in a recent GPU card for their PC, but it won't be long before their software lock is cracked and the same or better performance will be achievable with non-nVidia gear, i.e. with a generic tablet or phone and any PC graphics card. Even if you still play commercial games now - like I do myself, there is never anything wrong with wanting to play as many games as possible - you have to get into open source software to get ready for the next generation of hardware, even if that means not being able to play the latest hyped titles with the same ease, because when it will be necessary to shift platforms, and everyone will be dropped into the open source software communication fora, it will become like XBox Live or YouTube Comments, and the knowledgeable people will move on to a more private communication forum (that's what they do), and there won't be a lot to learn anymore. So experiment and learn while the ideal circumstances are still present, don't expect a Windows equivalent, approach it with an open mind, keep your sights on the prize, and you'll benefit greatly.