On Intel Macs, it is fairly trivial.
On the modern ARM based Macs (the M1/2/3/X processors), it isn’t an option. The only real solution is to use desktop virtualisation software like Parallels to install Windows (ARM based) and try to get Steam going. There are cheaper alternatives to Parallels, but they are often a faff.
I have an M2 Air which can run the Windows version of Steam via Whisky. Its ability can be patchy, but the fact it runs any games at all is little short of a miracle. I’ve been playing The Talos Principle II that way, and while my wife thinks the glitchy graphics are hilarious, I’m not too fussed because the gameplay is still there.
Of course, it’s not perfect, and while I can get Fallout 4 to run, it looks like shit even on the lowest settings. However, in the context of the gripes in this thread, it means I can play Portal 2 and its various mod packs on my Mac. And they look great.
I completely forgot about Whiskey. Managed to get GTA V running at 120FPS on it, which was (and still is, IMHO) absolutely mindblowing.