You can. Just install them through WINE or Valve’s Proton compatibility tool.
WINE and Proton are great, but it really depnds on what programs in particular are needed. Even one unsupported application can be a dealbreaker when no alternatives exist or are acceptable substitutes.
VMs have their own drawbacks. There are some projects to integrate a Windows VM with Linux (WinApps), but it won’t quite integrate fully. Graphical performance is bad without a GPU to pass through (Intel GVT-g kind of works, but is a massive pain to get working).
If you’re doing things like music production that require fast access to the hardware, a VM isn’t going to cut it. If you’re deeply invested in a particular DAW or if you need to work with an industry standard tool, you may have to use Windows even though there are perfectly good DAWs available for Linux.