That's right. You only need to download Wineskin.
- Download and install Wineskin
- Run Wineskin, download the latest engine (I've used WS9Wine2.22)
- Select "Create New Blank Wrapper"
- When it finishes creating the wrapper, right click on the wrapper icon and select "Show Contents"
- Double click on Wineskin (note: this is the Wineskin configuration tool; it's different from the "main" Wineskin Winery executable)
- Select "Advanced", "Tools", "Winetricks"
- Search "steam" and install it
- When it finishes installing Steam, click "Test Run" in the "Tools" window of Wineskin
- Let Steam complete its installation by downloading all the updates
- Exit Steam when the update is completed; do not run Steam after the installation is completed.
- Go back to Finder, go to the window containing your wrapper (i.e. the directory that contains the Wineskin configuration tool); double click on your wrapper to launch it.
- Log In into Steam
- Install Into the Breach
- Enjoy :)
Or check this more detailed guide on reddit.