Installing the gog version is a little different than that. I modified the diamond-dvd PKGBUILD for arch to work with the GOG version. (https://aur.archlinux.org/packages/nwn-gog/)

I recommend:
mkdir /opt/nwn
innoextract -e setup_nwn_diamond_2.0.0.15.exe
mv app/* /opt/nwn
mv /opt/nwn/nwncdkey.ini ~/mygognwnkey.ini
tar -zxvf nwclientgold.tar.gz -C /opt/nwn
tar -zxvf nwclienthotu.tar.gz -C /opt/nwn
tar -zxvf English_linuxclient162_xp2.tar.gz -C /opt/nwn
cd /opt/nwn
./fixinstall
chown -R root:root /opt/nwn
chmod -R o+r /opt/nwn

get: [url=http://home.roadrunner.com/~nwmovies/nwlinux-beta.tar.bz2]http://home.roadrunner.com/~nwmovies/nwlinux-beta.tar.bz2[/url] and optionally [url=http://home.roadrunner.com/~nwmovies/cursors.tar.gz]http://home.roadrunner.com/~nwmovies/cursors.tar.gz[/url] and [url=http://home.roadrunner.com/~nwmovies/nwmovies/nwmovies-latest.tar.gz]http://home.roadrunner.com/~nwmovies/nwmovies/nwmovies-latest.tar.gz[/url]

I think nwusers in particular is a great addon, it makes it so all your save games, user mods, and other changes to base data go in ~/.nwn instead of into your base install path.

tar -jxzf nwlinux-beta.tar.bz2 -C /opt/nwn
./nwuser_install.pl


Copy the following into a new file /usr/bin/nwn (or /usr/local/bin/nwn):
[code]
#!/bin/sh

# Create user directory if it doesn't exist
if [ ! -d "$HOME/.nwn/" ]; then
mkdir $HOME/.nwn/
fi

cd "/opt/nwn"

# Uncomment to make SDL Sound work on Software Mixers
#export SDL_AUDIODRIVER=esd
export SDL_MOUSE_RELATIVE=0
export SDL_VIDEO_X11_DGAMOUSE=0

# Hardware Mouse Cursor
export XCURSOR_PATH=/opt/nwn
export XCURSOR_THEME=nwmouse

# Enable AA on NVidia cards (/usr/share/doc/NVIDIA_GLX-1.0/README.txt)
# 3 = 1.5 x 1.5 super sampling
# 4 = 2x2 super sampling
export __GL_FSAA_MODE=4

# Add Miles Sound Codec to Library Path
export LD_LIBRARY_PATH=./miles:$LD_LIBRARY_PATH

# Per-User Settings Support, Hardware Mouse Cursor Support, Linux Movies Support, Client Side Chat Logging Support
export LD_PRELOAD=./nwuser.so:./nwuser64.so:./nwmouse.so:./nwmovies.so:./nwlogger.so

# Run Neverwinter Nights
./nwmain $*

exit $?
[/code]
(Comment out or erase any parts that don't apply, depending on which of the nwlinux modules were applied)
chmod +x /usr/bin/nwn






I should mention that you probably want to delete/rename the copy of SDL that's shipped with it. Alternately you can remove ./miles from the preload path.