I want to say that that option is going to do that same thing that you tried before. Unsure as I have never used that option.

I was talking about the third or fourth option I think it’s called install from windows executable.

You can download the installer to any folder you like. Use the plus button as the person above said. And you will probably be able to leave most settings as default. Just keep going through the prompts until it asks for the file.

If you run into issues. First go into the configuration and make sure that the executable is correct. (sometimes it points at the crash reporter executable)

If you get errors after that you might check protondb and see if people have other runner/wine suggestions. (you can get other versions with protonupqt).

I haven’t run newvegas before. But it hopefully will just work tm.