Assuming that this is the game in question:

https://steamdb.info/app/640820/

It looks like it has a Linux-native build, which is probably what you are using. Anything under pfx/drive_c is used by Proton, Valve's WINE build used for running Windows binaries. You can force use of a game's Windows binary under Proton rather than the Linux-native binary, in which case all of the Windows file paths for game-modifiable stuff will be in a game-specific directory under:

~/.steam/steam/steamapps/compatdata/<Steam AppID>/pfx/drive_c/<Windows path>

There can also be game data files in ~/.steam/steam/steamapps/common/<game name>. I believe that that's just intended for stuff that Steam writes, not stuff that the game might modify.

If the above-linked game is the one you're talking about, then its AppID is "640820".

The path below that will be the same as for the Windows version of the game; just won't have a "C:\\" prefix, but the ".../drive_c" prefix.

But if you're using the Linux-native build, which I'd guess is most-likely the case, then a game technically could be storing it wherever. It'll most-likely be under ~/.local (or ~/.config, though that's not really intended for binary game data) somewhere. Can do:

$ find ~/.local | grep Portraits

And it'll list paths containing "Portraits".

kagis

https://old.reddit.com/r/Pathfinder_Kingmaker/comments/mki0sa/portraits_on_linux/

This guy has:

~/.config/unity3d/Owlcat Games/Pathfinder Kingmaker/Portraits/ 

Unfamiliar with this specific game, but looking around, it seems you just create the folder where it should be: WINE_PREFIX/drive_c/users/$(whoami)/AppData/LocalLow/Owlcat Games/Pathfinder Wrath Of The Righteous/Portraits

Then it will allow you to add portraits. As far as it not installing whatever is supposed to be there from the installer, try adding the folder and running the installer again, or verifying game files if that's an option.