DSICLAIMER: I didn't tested the steps below myself for Nam, so I can't guarantee this will work. But
should work.
So, if GOG Linux installer is missing... follow these non trivial steps:
1. Extract game files from GOG installer as described
here 2. Download
eDuke32 source, compile it and move into a folder called... NAM.
2a. In alternative install DoxBox on Linux and run the game in DosBox.
3. Copy in that folder the NAM.GRP and NAM.RTS files
4. Execute eDuke32 and select NAM
In any case: contact GOG support, as Linux is ACTUALLY listed as a compatible OS they have to comply or refund the item.