Most of the time Windows downloads & installs drivers automatically, including the GPU. I use GPO to block this.
Really? That's not my experience - not if you want a specific version....right?
In Linux - for gaming - if you have an AMD gpu - you should have an open source driver pre-installed - as it's 'baked' into the kernel' as they say - but, if you do things outside gaming - my point was, you might have to install some closed/proprietary software and components.
Also, there's Mesa like someone said - each distro can have different versions.
I would suggest this 'system' or method is still different than Windows. In Windows, you go to the AMD website and download the driver (and I assume, the Adrenalin suite program?). Since Linux Mint & LMDE - are 'older' distros - meaning older software - you sometimes need to update a version that is connected or related to the video drivers to get certain software to work (ROCm, Mesa etc.) - but, for gaming, it's usually simpler.
Mint and Ubuntu usually have 'wikis' or how-tos regarding video drivers - if you need to do something extra or you can check out their related forums.