In order to get protontricks, you will have to install it from your store or distribution.

Depending on what version of steam you use, you should probably use the protontricks version that corresponds to it.

I am using flatpak, so that is what I will demonstrate here.

First open up your software installer and type in protontricks.



Then once it is installed, you want to start the program and select Dawn of War.



Once the new menu opens up, you have to select default prefix.



Then select install windows DLL or component.



And to finish it off, you have to search for or scroll down to find and install vcrun2005 (this is the vc_redist from 2005).