A short guide on how to setup the game on a Linux OS using the Heroic Launcher:

1. Install the game via Heroic.
2. Open the game install folder and open the file direct2d.txt. Change both lines from "true" to "false" and save the file.
3. Open the prefix folder of the game - the path is showed in the settings of a game in Heroic Launcher - and delete the gdiplus.dll in both /windows/system32/ and /windows/syswow64/
4. Click on the Winetricks button within the game's settings in Heroic Launcher, check the default prefix (should be already checked) and click OK. In the next window check "install a Windows DLL library" and in the list check the package "gdiplus" and click OK to install it.
5. In Winetricks now choose the option to install fonts and check the package "corefonts", click OK to install it, give it a miunute or so.
6. Launch the game, should work fine now!

Maybe it helps someone wanting to try Shadow Empire on Linux instead of Windows.

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THANKS! Helped me a lot.

I've read elsewhere that it might be helpful/ necessary to restart the Deck afterwards.

Glad to hear that my post was useful! However I cannot really help with the Steam Deck, as I don't own one but use a desktop PC with Linux instead.