

Yes. There’s no sandboxing in Wine/Proton. It’s just another application running with the privileges of the user running it. So it can do anything any other process could do with that user’s credentials. This is one reason why Wine recommends that you never run it as root.
How the application is started is a separate question. I don’t know enough about Wine to know if it would install a Windows Service as a user service in systemd or init.d or something like that. But if the app is started it can do anything it wants subject to that user’s permissions.