It’s basically the sams way as in Lutris. But it won’t be integrated into Heroic. If you want entries for each game you will have to add them yourself. And the games still nees the Battle.net launcher because of the DRM.

First download the Battle.net installer from Blizzard. In Heroic add a new game, call it Battle.net or whatever, select the Proton version shown in the post above and choose the option to run an installation program first. Select to run the installer you downloaded and that should install it.