I've been playing Myst, Riven, and Exile for a while off and on. Recently upgraded to Windows 10. Got Myst and Riven working, but some questions about Exile, please...
1. If I use the Windows Installer to install ResidualVM, do I still need to download the SDL package? If so, how do I install the SDL file(s)?
2. If I don't really have to install Exile, how do I install the Myst3 1.22 patch?
3. When ADDing Exile to ResidualVM, do I point it at the subfolder containing the Exile executable, or at the master folder containing all the files copied from CD?

Hi bobrcnut,
Have you already looked at the instructions here?
Have a look at that, and this here at the wiki: http://wiki.residualvm.org/index.php/Myst_3
It will explain how to unpack your patch if it's installable, and has more comprehensible links to the updates, so you know which language to get. Otherwise just unpack the files and overwrite the originals I believe.

So:
1. If you use the ResidualVM installer, regardeless if you're using a stable or daily version, you should be all set and good to go, no further steps will be necessary regarding SDL.
If however for some strange reason you're getting an error about a missing SDL library, download the SDL runtime library from here, and unpack the *.DLL in your ResidualVM installation folder. But usually you just install it and you're ready to go.

2. This should be answered on that wiki page. Just remember, if you have the DVD version, you don't need those updates.

3. When adding the game to ResidualVM, you should point to the root/master folder that contains all the other stuff you copied. Make sure you follow the instructions from here or here..
There's a nice graphic showing the folder's necessary data structure.
16-02-02 / 13:48PM: Inserted the link to the datafiles wikipage and graphic for future reference

Cheers

EDIT: Although it says that innoExtract can be used on non-Windows platforms, I see on their webpage that they have Windows binaries as well. This is most likely a relatively recent development on their end, so basically just download the innoExtract Windows binaries, and then you can either use the command prompt, or drag-and-drop your update file on top of the innoExtract executable. It should create an "app" folder in the directory where your update is located, containing all the files you need.

Nitrus, thank you. Between your recommendations, and a bit of experimentation, I sorted everything out. Invoking the patch .exe file created a new folder on the Desktop, which contained the replacement M3.exe and another file that was missing from the CDs. I copied the missing file into the new M3Data folder, copied/replaced the original M3.exe, ADDed M3 to ResidualVM, and it worked. Only problems I've seen so far is an almost invisible mouse pointer (very tiny), and insufficient screen brightness. Opening scenes are fine, transitions are OK. I think I can fix the brightness problem by using a preset in AMD Catalyst Control Center. Not sure about the mouse pointer, but it's a very minor symptom. Right-clicking makes it a bit brighter temporarily. Maybe something to do with my Windows mouse pointer setting (I use extra large inverted). Will experiment some more and report back.

Regarding the mouse pointer, I believe that's how it was in the native implementation as well, you can compare against a gameplay video.

As for the brightness, you can try switching the Renderer from ResidualVM's graphics options, or see if there's something for that in the ingame options menu, or as you said in your video driver's settings.
You can also try using one of the unstable builds from here.