Don't forget to plug your Rocksmith tone cable!

Right-click on Rocksmith in Steam library -> Properties -> Compatibility -> use Proton 6.3-6

# Install protontricks
$ sudo apt install python3-pip python3-setuptools python3-venv
$ pip3.6 install protontricks
$ pip3.6 install --upgrade protontricks

# Install Winetricks
$ sudo apt-get purge winetricks
$ cd "$(mktemp -d)" || exit 1
$ cat > update_winetricks <<_EOF_SCRIPT
> #!/bin/sh
> cd "\$(mktemp -d)"
> wget https://raw.githubusercontent.com/Winetricks/winetricks/master/src/winetricks
> chmod +x winetricks
> sudo mv winetricks /usr/bin
> wget https://raw.githubusercontent.com/Winetricks/winetricks/master/src/winetricks.bash-completion
> sudo mv winetricks.bash-completion /usr/share/bash-completion/completions/winetricks
> wget https://raw.githubusercontent.com/Winetricks/winetricks/master/src/winetricks.1
> sudo mv winetricks.1 /usr/share/man/man1/winetricks.1
> _EOF_SCRIPT
$ chmod +x update_winetricks
$ sudo mv update_winetricks /usr/bin/
$ cd /usr/bin
$ update_winetricks
$ winetricks --self-update

# Protontricks set alsa
$ protontricks 221680 sound=alsa

# Install Pavucontrol (if not already installed)
$ sudo apt install pavucontrol
$ pavucontrol

In PavuControl :
configuration panel -> Rocksmith tone cable audio profile to disabled
input devices panel -> Rocksmith tone cable to max 74%

# Launch Winecfg
$ protontricks 221680 winecfg

In WineCfg :
Audio panel -> all input devices to Rocksmith, all output to default

Then in Steam panel :
Right click on Rocksmith -> manage -> browse local files and edit Rocksmith.ini
change

ExclusiveMode=1
Win32UltraLowLatencyMode=1

to

ExclusiveMode=1
Win32UltraLowLatencyMode=1

Launch the game.