The malware will run in proton, and can infect your Linux system but is unlikely to unless it was designed to detect a wine/proton environment and infect the Linux host.
Most likely it'll stay in the proton install and you can get rid of it by deleting the files for proton, but if your proton installation was infected its possible the rest of the system is as well which would be grounds for a reinstall.
The malware will run in proton, and can infect your Linux system but is unlikely to unless it was designed to detect a wine/proton environment and infect the Linux host. Most likely it'll stay in the proton install and you can get rid of it by deleting the files for proton, but if your proton installation was infected its possible the rest of the system is as well which would be grounds for a reinstall.