Does your game crash back to desktop some 1-2 minutes after being launched?
Then this guide might help you!

Simple explanation:
Games using older Unreal Engine versions have an outdated component built in that will trigger a bug with newer Intel processors (gen 10 or newer), leading to a crash to desktop in this case.

Here is a more detailed technical description of the problem from Intel:
https://www.intel.com/content/www/us/en/developer/articles/troubleshooting/openssl-sha-crash-bug-requires-application-update.html

To put it simple, in order to prevent this bug from happening we need to essentially tell the game engine to not use a specific part of the CPU.
This can be done by setting an environment variable in one of two following ways.

Steps:
1) Locate the game in your Steam library, right click it and select "Properties"

2) In the General section you will find a text box labeled "Launch Options", enter the following into it exactly:

3) Close the properties window and launch the game, now it should stay open!

What the above does:
This will override how the game launch is handled, instead of directly launching the game it will instead launch a command prompt (cmd).
In this prompt, the needed environment variable is set (as suggested by Intel) and then the game is launched as usual.
With that, the fix with the environment variable will only apply to the game, and only as long as it is running, which will prevent the workaround messing with other programs on your system.

Applying the fix with a global system variable might help if:
- option 1 does not work for you for some reason
- you have multiple games you want to fix but don't want to edit every game launch argument
- you want to pre-emptively fix this issue from cropping up in the future

A fair warning though, this might mess with other application on your system in weird ways (unlikely but not ruled out) AND potentially make some specific CPU tasks slower to run (in particular anything to do with SHA hash calculation).

These steps are outlined in and taken from this article by GOG:
https://support.gog.com/hc/en-us/articles/360019775837-Game-does-not-launch-Intel-10th-gen-CPU-or-newer?product=gog

Steps:
1) Press [Windows-Key] + R
2) Enter "SystemPropertiesAdvanced" and click OK

3) Click on "Environment Variables..."

4) Below the table "System variables" click on "New..."

5) Enter in Variable Name: 6) Enter in Variable Value:
7) Click OK three times to close/confirm all 3 windows
8) Now the fix should apply to any launched game via Steam (and all other applications on your system too for that matter), a reboot might be needed in some cases

Then I'm afraid the issue might likely be something else.
Check out this guide for other possible reasons: https://gtm.steamproxy.vip/sharedfiles/filedetails/?id=930946316

In the above linked guide from DeRaNgEr, one fix is regarding the issue that SteamVR is launched alongside the game, which also affected me.
The fix for that can be combined with this crash fix (option 1) by entering this as the launch argument instead:

Other needed launch arguments may also be entered after "-nohmd", but before the closing quotes (") symbol.