Steam can be rather persnickety. The number one issue for the game though is still Windows. If you install the game (or any older "legacy" game) in a Windows "program files" folder, Windows will get first crack at rolling back any changes you've done to the game folder. With Steam, it uses what it calls a "Library" folder, which is under the Steam install by default, which happens to usually be installed in "C:\Program Files (x86)". You want to have your Steam Library folder outside of a "program files" folder, so this usually involves either moving "by hand", or re-installing Steam to a folder of your own creation. I have "C:\Games \Steam..." for my install. You could consult "
Moving a Steam Installation and Games" on Steam's Support Knowledgebase site for some help with that.
After that, what I do anymore, is after I install the game, I will copy the game and "paste" it elsewhere, and use that copy for a mod. This leaves the original install alone for "safe-keeping" for the future. For the Steam game, I will navigate into "C:\Games \Steam \SteamApps \common \Silent Hunter Wolves of the Pacific..." and then use the Windows key combination of <Ctrl><A> which selects all of the files and folders inside a folder. Then use <Ctrl><C> to copy the files. Navigate back up to either the "Games" folder or the "common" folder and create a new folder such as "SH4FotRSU", or whatever you want to name it to help you remember what it is. Go into that new folder, and then use <Ctrl><V> to paste what you copied in the Steam game folder. It will take a few minutes to bring the roughly 5 gig of the game into the new folder. This is the copy you will mod. Copy JSGME into there, and anything else you want / need to use. You can open your Steam app on the computer, log-in to your account, and then use the Steam menu to Add a game", "Add a non-Steam game", "Browse" or navigate to your new folder and select the SH4.exe file and "Open" in the Steam dialog. It will then have a check-mark and be sitting at the top of the Add A Game list. Click "Add Selected Programs", which will take you back to your Steam games start list. You can select the SH4.exe file in the left-hand window then, and right-click on it and select "Properties" from that context menu. You can then select all of the text in the box with the "sh4.exe" name, and change that to something meaningful, such as "FotRSU" or whatever you want to show on the Steam menu. Press the <Enter> to commit the change. Click the "Close" button and you are back at the Steam start menu. You can right-click that newly re-named icon again, and this time choose "Manage" on the menu, and then "Add Desktop Shortcut", if you want one. Doing this will then allow the Steam licensing to run, and start the game. I have had issues for the past year or more with Steam copies not starting unless I run it through the Steam app.
A rather important step in activating mods on SH4 correctly, is to empty the Save folder prior to playing the new mod, or prior to playing Stock after de-activating mods. The "Save" folder by default is "C:\Users \UserName \Documents \SH4", in which "UserName" is what you use to log into Windows with, and "Documents" might be "My Documents". Open the SH4 folder there and delete everything below there. That will re-set your screen resolution settings, as well as gameplay and audio settings, so be sure and go into there and set things the way you want / need to.
For more detailed help with this, or to use MultiSH4 to create yourself a new Save folder, refer to "Install Notes For the Various Versions of SH4 in Windows.pdf" found in the mod's Support folder, or in the game's Support folder if you have the mod activated. You can also start the "01_FotRSU_TableOfContents.pdf" file to open a list of pdf files you can read for the game and mod.
