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.

ÈDITED:

Well, it does not work... it passes the first error and is able to reach the menu... then it crashes when I try to get a new game... I will try to check if I can fix it.

sorry More than useful. I have a Mac and did similar steps with Whisky App:
1. Download the gog installer file "setup_shadow_empire_1.26.16_(78062).exe" (also DLC file if you have it)
2. Run Whisky.app
3. Create New Bottle (the plus sign) with default options
4. Click "Run..." and select the setup file downloaded from GOG
5. When installation ends do not lauch game from the installer (click finish)
6. In the bottle click "Open C: Drive"
7. Go to "GOG Games->Shadow Empire" and open the file direct2d.txt. Change both lines from "true" to "false" and save the file.
8. Go back to drive_c and delete the gdiplus.dll in both windows/system32/ and windows/syswow64/
9. In the bootle click on the Winetricks button. go to DLLs tab and in the list check the package "gdiplus" and click OK to install it.
10. In winetricks, go to tab Fonts and check the package "corefonts", click OK to install it, give it a miunute or so.
11. In the bottle you can "Pin" both the Launcher.exe and the ShadowEmpire.ext (click on pin program, then browse, and both are in the "GOG Games->Shadow Empire" folder).
12. To install the DLC just, in the bottle, click "Run..." and the "setup_shadow_empire_oceania_1.26.16_(78062).exe" file
13. If the Pinned programs do not show up you can click on "Installed programs" and refresh the list (two arrows in circle button). Go back and you have the icons to launch the launcher or the program directly

Edited:
This way it reaches the internal menu of the game, but it crashes when create new game... :-(

Kane6644, Thanks a lot!!!