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A Windows installation built using those steps: starting_from_scratch_recommended is Linux compatible so I will mostly repeat the same steps but using Linux commands.
For this tutorial, I used a fresh installation of Ubuntu Desktop 18.04.2 LTS 64 bit on a VirtualBox VM, but it should be similar with other Linux distributions.
wget "https://sinfar.net/files/NWNDiamondData.exe" wget "http://sinfar.net/haks/sinfar_all_files_v27.exe"
The .exe that you downloaded can be extracted with p7zip.
sudo apt install p7zip-full 7z x NWNDiamondData.exe 7z x sinfar_all_files_v27.exe