This is thanks to Kane6644 useful post about Shadow Empire on Linux

Sorry for the post stating that is with Whisky app, with Whisky it crashes.
But, with PortingKit I managed to make it work.

1. Download the gog installer file "setup_shadow_empire_1.26.16_(78062).exe" (also DLC file if you have it)
2. Run PortingKit.app (you can get it for free in portingkit dot com
3. In Games->All Games Click on Custom Port
4. Set the name of your port (it will create an app with that name, for example, Shadow Empire)
5. When it ask "Which kind of port do you want to create" click on "Wine"
6. In "How do you want to create this new port" click on "Advanced options"
7. Set an engine, I used "WS12WineCX64Bit23.7.1-3D3Metal-v1.1" but maybe other ones may work
8. Set renderer as "Metal" (I used the Metal Engine)
9. Scroll down and click on "Add new Step" and click on "Install winetrick". Select "corefonts".
10. Click the up arrow key until you set the install corefonts between "win10" and "vcrun2003"
11. If you want the Port have a particular name, and a nice banner in the portingkit app you can also add a new step (Set main application) and put in the Banner URL: the address cdn2 dot steamgriddb dot com slash grid slash 866a649229fac07a3404f7066c591a9e.jpg (there are other alternative banners in www dot steamgriddb dot com slash game slash 5249232 click in the one you like and copy the link of the download button). I think you can also set the icon of the app, although I preffer to use directly the "Get Info" option of Right Click on the app and drag and drop an image in the top left small icon method.
12. Click on Save. It start an installer.
13. Click Next several times until it ask for the .exe of the GOG installer.
14. Once selected it will start creating the Wine Wrapper App (It gets the Engine, create a Prefix, run the winetricks and, eventually, start the GOG installer.
16. Once the GOG installer kicks in, accept the Language of the Installer, Read and accept the EULA, click on install and wait for the installation to finish. Do not Launch the game when the installer ends, click on "Exit" instead. It will now ask what the main executable will be. You can choose the Launcher or directly the ShadowEmpire.exe (not the Manuals\ShadowEmpire.ext) just the third one.
17. Do not run the game yet. Go to "Games->Installed" in the Portingkit app and Right click on the newly created port "Shadow Empire" and click on open c: Then navigate in GOG Games->Shadow Empire" folder and open the file direct2d.txt. Change both lines from "true" to "false" and save the file.
18. Go back to drive_c and delete (I usually rename them adding a .orig extension) the gdiplus.dll in both windows/system32/ and windows/syswow64/
19. Right click again in the port and thist time select "Launch WineSkin App" and then ckick on Winetricks button. Under Dlls check the package "gdiplus" (you can use the search for easily find it) and click Run to install it. Once finished click on "Close" and "Quit" the Wineskin
20. To install the DLC just, in the bottle, RightClick and "Install Patch/Mod" and select the DLC.exe, for example the "setup_shadow_empire_oceania_1.26.16_(78062).exe" file
21. Now you would have an App in Applications/PortingKitGames that has inside its wine prefix and can be managed through WineSkin... but the best thing is that it WORKS!!
22. To Mod it you can access to the files inside the app (or through the Portingkit app right button click and go to c::) and put/remove all files you want to change or mod.

This has been possible thanks to the fixed suggested by Kane6644, Thanks a lot!!!