Mildly annoying to setup sometimes, use Lutris or Heroic as others said but once it's done it's more or less the same as the Steam version. Lutris and Heroic let you easily setup shortcuts to Steam so it will appear in the game UI, you can use all the same features as you would for a Steam game, framerate limit etc.,. Occasionally you can run into issues with the GOG version that don't crop up with the Steam version but usually the Lutris installer does a good job. Heroic is a bit hit or miss IME. Epic and EA games work too but sometimes DRM adds an extra layer. It's about as complicated as getting a game from say 2005 working on a modern PC.