First, I'm not sure if what I'm about to say will work for you because I work with Build 14 New Horizons, not Refined Edition. It depends on how closely Refined Edition's gameplay follows Build 14's. That said:
Nelson is a naval officer. Naval gameplay is a bit different. You get a new ship when you are promoted. So even if you could change the starting ship in a file, you probably wouldn't keep the
Victory for very long.
So you want to cheat?

Very well. Edit the file "PROGRAM\InternalSettings.h". If it's like the file in Build 14, there should be a line at the bottom to enable cheatmode. Change the value from 0 to 1. Now you have two ways to get the
Victory. You can start as Nelson, as usual, and you begin as a lieutenant in command of the
Badger. Once you're standing on the dock in Kingston, press numeric keypad 9 to get an instant promotion. Keep doing that until you are at least Vice Admiral. That's the rank at which Nelson should get the
Victory and you won't lose it when you get a real promotion.
The other way is to change your starting character type from Naval Officer to something else. Corsair is good, it's another word for privateer and it means you are not bound by navy rules. In particular, click the picture of the ship to go to a different screen in which you can choose your ship. Normally you would be limited to relatively small ships to start the game, but you're now in cheatmode, so you can choose anything you want, including
Victory.
One warning, though. You're still a starting character. You have not earned the experience to command such a big ship. So your Leadership and Sailing skills are going to be heavily reduced. (Ever seen the film "Pirates of the Caribbean: At the World's End"? Ever seen how Cutler Beckett, standing proudly on his big ship, is reduced to a gibbering wreck during battle? That's why. He has no idea how to command a first rate ship of the line, he's more suited to commanding a desk.)