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I do this : locate libSDL_gfx, and it returns nothing at all.
My terminal is just showing the prompt again, no error, no nothing.
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No worries, that was probably a bad assumption on my part, i'm so used to that command i sometimes forget it might work different (or not at all) on other systems.
As for your problems: It seems you did nothing wrong, you are just having bad luck.
Please note that the remainder of this post is heavily based on information i found for "Arch Linux", since "Manjaro" is a derivative the results should be applicable for your system.
Turns out that "sdl_gfx" on manjaro provides "libSDL_gfx.so.16" (e.g. ABI 16), see:
sdl_gfx package info. The error states that OXCE wants ABI 15.
That number is important since it indicates that the version on Manjaro is not guaranteed to be backwards compatible with the one that OXCE expects. Unfortunately for you Arch has the policy of only providing the latest version for any shared library, see:
Arch FAQ. This means that the OXCE version you downloaded will not work on your system.
So what are your options now?
* Keep using the WINE version that seems to work correctly for you
* Use the version as published on AUR (Arch User Repository).
+ It seems to be quite actively maintained, see:
https://aur.archlinux.org/packages/openxcom-extended/ + For instructions how to activate AUR on Manjaro see:
https://wiki.manjaro.org/index.php/Arch_User_Repository* Use a AppImage/Snap/Flatpack version of OXCE
+ If it exist, perhaps ask the devs or look for user generated versions on the respective repositories
* Ask the devs if it is possible to provide a package linked against the newest SDL_gfx library
+ It is unlikely this would become the default in the foreseeable future since it would mean that OXCE will stop working on a lot of existing systems (most do not have ABI 16 yet).
* Compile OXCE yourself on the system that is giving you problems
* Use a dirty hack where you fool your system by creating a symbolic link with the appropriate name and hope for the best.
Good Luck