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If the games you're trying to play don't work well with Proton (Steam Play) then I believe it is likely that getting them to run well in a virtual machine on linux will be tricky.
VirtualBox has some Guest Additions that help facilitate 3D accelerated graphics in a virtualized environment, but it is far from ideal and won't work well (if at all) for many new games.
That is probably the path of least resistance. VirtualBox guest images stored on a USB 3.0 external SSD.
If a game will play well on VirtualBox, it is also likely to play adequately on Proton.
If a game won't play well on VirtualBox, then dual-booting is probably the best solution.
Otherwise I might suggest looking into PCI-Passthrough, IOMMU and all that stuff with QEMU. That environment is difficult to set up, unfortunately.
the game is tales of berseria, and the demo did run with proton, but the full version did not; i found in youtube someone that was able to run it with wine, so i think i may have a chance at running it that way, but if it could run ok with a vm, then maybe that would be also an option (is it possible to install with wine a new program in an external drive? ie outside /home).
The other programs i would like to run with in the vm would be an audio program and others i have in steam, and probably some non-steam programs that are only for windows (rather than using wine + steam, unless i could find a way to configure it properly to run games and programs from the external drive so maybe, even if i still had to switch back to windows, would be less frequently).
To answer your question simply without going into alternatives or too many caveats:
VMs such as VirtualBox abstract the the client filesystem into a single file rather than directly utilizing the hardware or dumping files all over the host filesystem. All you would need to do is specify the location of the virtual disk image file as being located on a mounted external drive.
In this case you would want to format the external ssd as ext4 and mount it somewhere (FUSE can do this for you or you can semi-permanently mount it to any directory you want in your filesystem) via manual mount command or fstab. When you create your Virtual Machine, just specifiy the location of the VDI to your external ssd. You can also move a previously created VDI to the external storage, but you'll need to update the VM and (and the storage registry, depending on which VM software you're using) to know where it is.
Keep in mind, however, that if you're using a USB external drive to run an OS, there may be a significant performance impact.
Sound like there are two questions here. For those coming from windows this can be a bit confusing to many. A partition on any hardware or virtual device can be mounted to any directory on linux.
For example: you could mount a partition from another drive to /home/somedude/games or /mnt/external-ssd or /media/username/. It's not uncommon to have /home mounted from a different drive than the rest of the filesystem. You could move your entire steam installation to another physical drive and mount that drive/partition at a directory called /home/username/.steam and Steam itself would never know the difference. The same goes, of course, for Wine.
With Wine, you have what are called prefixes, which represent a base directory for a windows directory tree with some Wine config files at the bottom. You can create as many of these as you want, and put them anywhere you wish. This is useful since you may want to configure some apps/games with specific settings or tweaks that you dont want applied to others.
example: > WINEPREFIX=/home/userguy/external-ssd/wine/SomeGamePrefix wine cmd
If you specify a wine prefix location that doesn't exist, Wine creates a new one at that location for you. You can use Lutris or PlayOnLinux to do this stuff for you via GUI if you prefer.
I use Wine for just about everything windows-related nowadays. The only thing I use windows VMs anymore are just quarantine zones for poking at nasty malware lol. "Wine + Steam" situations have been pretty well superceded by Proton imo.