OK, Installation Manual for practical guys like me is done and all working if following this procedure

nopCommerce v4.40 Installation Manual on-premises Windows Server 2022

Preparation:
-----------------------------
Windows Server 2022 full updated

Install:
--------------------
IIS (including App Dev /ASP.NET 3.5 & 4.8 /.Net 3.5 & 4.8)
.Net Core 3.1.31 Hosting Bundle
.Net5 runtime 5.0.3
SQL Server Management Studio
reboot server !

Setup:
-------------------
Create Site Folder on hdd (D:\Inetpub\nopComm    it is totally empty)
Create Site in IIS to point to the Site Folder
- Edit Permission for IIS_IUSRS to have Full Control of Site
unArch nopComm zip achive in Site Folder
Browsing Site Name (or ip) it show the Install Page
- at database connectivity we MUST use DB user: "sa" with correct password we define at SQL Server Installation
Site Restart and WORKS ! :)
Attention !!! database connectivity DOES NOT work with Integrated Windows, we got an error: "Setup failed: Database does not exist or you don't have permissions to connect to it"

Original Alternative Install Solution (not working):
-----------------------------------------------------------------------------
run Nop.Web.exe /Right Click /Run As Admin > creating port 5000 alive
http://localhost:5000 > to see very first Install menu
- setup user/pass (this will be the administrator)
- setup database server
- setup database name
- check Integrated Windows authentication
press Install > installation running
-If we Install using Nop.Web.exe we finalize the Installation with Integrated Windows but Site Browsing return error "HTTP Error 500.30 - ASP.NET Core app failed to start"
-However if we start Nop.Web.exe and we browse to localhost:5000 it is working

Good Luck to newbie like me who will save now 2 days (as long at take me) to 30 minutes :)