Installing Rocrail for the first time with the ZIP installer.
Only download and extract the ZIP in the same directory after the first install.

Open "Ubuntu-Software" from the start menu, and look for "Gnome tweak tool":

Start the application, select Windows, and disable "Attach Modal Dialogs".

Select the Ubuntu 18.04, and allow opening it with the Archive Manager:

Click on the "Extract" button:

Create a new Rocrail directory to extract in:

The Gnome File Explorer does not allow running shell scripts, so it must be done in a Terminal.
Open a Terminal, and execute the following commands:

cd Rocrail
./desktoplink.sh
./installwx.sh

Open the context menu of the Rocview desktop link, and allow executing it:

After this command the Rocrail logo will show up.