Yeah it is in the game directory. I didn't see it in the launcher, it may have been there idk. The first thing I do is figure out how to turn off the launcher. I mean I don't use GOG for its schnazzy launcher.

Well, the manual has been there all the time, and it won't tell you how to disable the launcher (which is not GOG's, but Bethesda's launcher, and a very important tool to configure Oblivion to your liking, for example when you want to include mods).
Go to your Oblivion folder and run oblivion.exe from there. Or create a shortcut of oblivion.exe on your desktop.