I will help, but only if you promise you will reply afterwards, what was it you did wrong...
0. turn on your PC, log in, make sure you are connected to the Internet
1. download latest nightly build from here:
https://openxcom.org/git-builds/2. put it on your desktop
3. extract the content of the archive
4. go into the subfolder called "UFO"
5. open the "README.txt" file... it says which files from the Steam game you need to copy over
6. copy the files
7. run by double-clicking on "OpenXcom.exe"
8. enjoy
You can check also a video I made earlier... it shows more than just this, the only part you need is between 02:24 and 04:17, please ignore the rest.
Link:
https://youtu.be/UpuGyPSEA-g