Since no one else responded to this yet... I grabbed a "non-legitimate" copy and installed it to test.
I have the menu pop up for me right away installing the voices38 version of Pragmata. Used the latest nightly build:
REF Nightly 01391 (a0e9010fb0449dc9d824b5978ee759eeaf50f7c6)
I read on the github to add these arguments when running in Proton: WINEDLLOVERRIDES="dinput8.dll=n,b" %command%
Anyway, I used the official current nightly, and as I said, REFramework popped up instantly on first startup. I added REFramework before I ever started the game up, and it just... worked.
Do you have more details about the system you're running or anything to maybe narrow down why it's not working for you? Maybe you missed it the first time it popped up and you need to use the default menu key (INSERT) to bring it up? First thing I did was change the menu key since with a 60% keyboard thats a tricky key combo ha.