Russia doesn't have enough manpower to conquer Europe and nukes are highly unlikely. The narrative that Putin is mad is ridiculous, he just decided that isolation from Europe is the lesser evil compared to being surrounded by NATO countries.
Nukes are highly unlikely because retaliation would damage everyone on all sides, Putin is just using them as leverage.
Once one side has technology to somehow defend from enemy nukes, then nukes could become a viable option, albeit an incredibly risky one.
This is just bluffs and media spreading fear.