Nicholai's first chronological appearance in the series is in Resident Evil: Outbreak's 'Decisions, Decisions' level where he conducted another mission involving the games Tyrant. His fate in the series depends on what decisions you make throughout Resident Evil 3.
The fates of which Nicholai has depends on three scenarios. The first scenario that Nicholai has is that if Jill doesn't jump off the bridge he gets killed by the Nemesis. The second scenario is if Jill jumps he takes the last helicopter only to her shoot it down and kill him. The third scenario being Jill jumps and he manages to get away as Jill reasons with him.