Is there any specific Linux distro that is compatible with Windows OS games? Specifically ones from Steam?
Windows games are windows games. they do not run on Linux, MacOS or Android. Steam shows for each game whether is works on SteamOS and Linux. Some Windows only games on Steam may work on Linux, search discussions or try it yourself. I believe you can try a game for max 2 hours and get refund if it does not work.
In past years my sons have wanted to play windows games, and some of them work fine in wine. I believe we even installed the windows version of steam in wine in order to play some and it worked as well, but it's been a while and on older hosts, so I can't verify that. As to your question of OS, that would have been on debian and ubuntu, though likely any would have worked fine with a recent version of wine installed.