There is quite a lot of guides on this forum and elsewhere on how to make the native client provided by Bioware work on modern linux systems. In this post I want to centralize what I learned trying to make the game work on my laptop running Archlinux. Maybe it woud be useful to others to make it a sticky ?
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So, how do I play Neverwinter Nights on Linux?

Depending on your distribution, you have several options:

Ubuntu/Debian/Mint

I recomment using the scripts provided by the fine folks at dotslashplay.it: http://wiki.dotslashplay.it/en/games/neverwinter-nights

Archlinux

There is an AUR package that I just updated to make it work with the newest installer: https://aur.archlinux.org/packages/nwn-gog/

You will need to provide the GOG installer files, of course.

What if I don't use Ubuntu or Arch?

I wrote a guide that aim to be as distribution-agnostic as possible. You can find it here: https://gist.github.com/ubervison/1fa64659975ab37c0afca0bedaf5ad2d

I used information from these websites:

https://linuxgamecast.com/2015/11/l-g-c-how-to-installing-neverwinter-nights-linux-native/
https://robotbutler.org/article/13

As well as the original and outdated AUR package.

You can also use the Lutris platform, which supports the GOG version of Neverwinter Nights.

Other posts and resources on GOG about the linux client:

Ganni1987 created a patch of the native client for linux systems: Modern patch for Neverwinter Nights native Linux version
vv221 on the dotslashplay.it scripts: Install Neverwinter Nights on Debian/Ubuntu/Mint/etc.

Hello,

I've finally managed to install the Linux native client using Lutris. The environment was already set up since I've also the native NWNEE installation.

It gave me some installation error due to a missing library, but I manged to solve using a script that sets the LD_LIBRARY_PATH.