Check out distrobox. It’s a way to have a Ubuntu (or any other Linux distro) container and allows you to install Ubuntu packages, even desktop applications.
It works great for when you need to install a random .deb file or follow a very Ubuntu specific step by step procedure. I use it exactly for this kind of stuff.
No rebooting needed, integrates fully with the host system, no virtual machine either.
Compatibility with old games on linux is great, much better than it is for newer games. Those 2010 and earlier (all the way back to windows 95 or so) games that have trouble on Windows 10 generally work better on Linux than on Windows 10.
For dos games you’d use dosbox on both Windows and Linux so the experience is mostly identical.
You also get quality of life stuff such as: if a game starts at 640x480 on your 4k monitor, it doesn’t change your desktop resolution to 640x480, it just gets scaled up to the full screen.
Specifically check out the Lutris software: it has integrations to install and run your old games from GOG or the original discs onto Linux.