Hey guys

Pardon my ignorance as i'm relatively new to pc gaming
I'm trying to run stalker shadow of chernobyl on steam deck from my gog account
Via heroic launcher. However, when i press "play" a microsoft window opens like on pc
And many files are there (including .exe setup file) and the game itself doesn't run.
Why isn't the game downloaded from the get go with the exe file for the game available?

Do you have any idea how to fix this issue ?

I don't know a lot about linux and steam deck but did you try downloading the offline installers and installing and then running the game with Wine?

Don't know if you are still around but Heroic seems to make number of assumptions when installing games that are oftentimes not accurate.

It appears to download all backup launchers and install them all (breaks things if there is say a 64bit version and a 32bit version, ie Banished). If there is more than 1 EXE installed as part of this process it doesn't always select the right one either. For most games things will just work, but you can end up with troubleshooting sessions as well at times too.

I would check to make sure it's pointed at the right EXE file before anything else. You can find the exe in the "prefix" that the tool makes.

If you are looking to install gog games there is also Lutris available which may have a community created install script. I've had poor experiences with it early on in my linux foray but I think it is a better tool once you are more experienced.

Steamdeck is a bit hostile for users trying to use it outside of Steam, you either use Protontricks to run it somehow in steam or use Flatpack they included to install wine, and setup a wineprefix there, or look if they Supply Lutris or Playonlinux though the Flatpack App store. The App Store is called Discover, has flatpack support integrated.
I sadly can only write from memory as i nuked SteamOS off my Steamdeck and installed a real Linux Distro (with valve' kernel to have speaker audio)