Similar to Medieval Dynasty, there is a problem with the intro video. Game CTD after the splash screens.

A solution that allows me to continue and have the game (at least initially) working, is to delete the "intro.mov" file located here: SteamLibrary/steamapps/common/Wild West Dynasty/wwd_Data/StreamingAssets

When loading the video, hold down the space bar to skip.

At that point the game seems to work regularly: to check if the other videos also give similar problems.