There is windows software and there is Linux software.
Windows software doesn't run on Linux and the other way around.
You can use a compatibility layer like WINE to run Windows software on Linux, but even though it's not as limited as an emulator it still has its limits, especially when we talk about video editing or gaming.
The best way is always to look for some replacement, if you want a really professional video editing software for Linux you should check out lightworkshttps://www.lwks.com/
For basic editing kdenlive and openshot are very popular.
If you wanna use Vegas Pro with wine, I'm not an expert on WINE but Spatry is, maybe he can give you his opinion.
If you really rely on certain Windows software have you thought about a simple dual boot?