Download mediafoundation:
git clone https://github.com/z0z0z/mf-install.git ~/mediafoundation/mf-install
git clone https://github.com/z0z0z/mf-installcab.git ~/mediafoundation/mf-installcab
The following steam folders(WINEPREFIX location) might differ if you installed to an alternative folder but I've included the default(home) steam folder which should be changed if you installed the game to a different drive.
cd ~/mediafoundation/mf-install && WINEPREFIX=~/.steam/steam/steamapps/compatdata/399810/pfx ./mf-install.sh proton
cd ~/mediafoundation/mf-installcab && WINEPREFIX=~/.steam/steam/steamapps/compatdata/399810/pfx ./install-mf-64.sh
After you do this, go into your steam library and open Properties for Call of Cthulhu. Then go to the Compatibility tab and check Force use of specific steam play tool. Then select Proton 5.0-* (it can be 5.0-10 or 5.0-9) as far as I know it should be version 5.0
Enjoy the game!