Games mostly work. If they have a native Linux version they work (and more games have a native Linux version than you may expect). For Windows-only games, there's a compatibility layer called Proton (which is a gaming-focused fork of a more general compatibility layer called Wine) that lets you run Windows executables on Linux. IME most Windows games run flawlessly with Proton. You can check games on https://www.protondb.com/ to see how well they run on Proton.

Rimworld has a native Linux version, and I've not had any problems with Rimworld mods from Steam workshop on Linux. Never tried modding Skyrim so can't say on that.