That's a shame you couldn't enjoy it with your friend. Can I safely assume you're playing on Windows?
I've played a fair bit into the first game on my Steam Deck, and it plays great! Sometimes the compatibility tools in Linux are better for playing older games than those in Windows.
You could try HoloISO (community edition of SteamOS) in order to get an environment that's already setup for you. You don't even have have to permanently install it. It should be able to boot up to it from an external drive and play the game from there.
It's not no work to do that, but if you really want to play...