For anyone hitting this post searching for how to run Helix Stadium on Linux, I've figured out one way to do it - but it only works if you have Wifi setup on the Stadium
Install Steam
Download the Helix Stadium installer
In Steam go to Library > Add a Game > Add Non-Steam Game and select the downloaded installer exe
Find the entry in your Steam Library and click Play, the installer should show up. Go through the install steps choosing the defaults
Once that's done you'll need to find the directory that Steam puts file under. For me it was ~/.steam
Under that directory you need to find where it installed Helix Stadium. For me it was ~/.steam/steam/steamapps/compatdata/{the most recently created folder}/pfx/drive_c/Program Files (x86)/Line6/Helix Stadium/Helix Stadium.exe. Copy the full path to the EXE
In Steam right click on the entry for the installer and choose Properties...
Rename it to Helix Stadium
Change target to "{path to the exe above}". For me it was "~/.steam/steam/steamapps/compatdata/{the most recently created folder}/pfx/drive_c/Program Files (x86)/Line6/Helix Stadium/Helix Stadium.exe"
Change Start In to "{path to the exe above but without the exe filename at the end}". For me it was "~/.steam/steam/steamapps/compatdata/{the most recently created folder}/pfx/drive_c/Program Files (x86)/Line6/Helix Stadium/"
Close the Properties window
Click Play and Helix Stadium app should start
I had to cancel the auto connect, and manually type in the IP address, then click Connect (this needs to be done at the start every time)
Once I did that it works as expected! Hope that helps somebody.