Some new classes of extended general nonconvex set-valued variational inequalities and the extended general Wiener–Hopf inclusions are introduced. By the projection technique, equivalence between the extended general nonconvex set-valued variational inequalities and the fixed point problems as well as the extended general nonconvex Wiener–Hopf inclusions is proved. Then by using this equivalent formulation, we discuss the existence of solutions of the extended general nonconvex set-valued variational inequalities and construct some new perturbed finite step projection iterative algorithms with mixed errors for approximating the solutions of the extended general nonconvex set-valued variational inequalities. We also verify that the approximate solutions obtained by our algorithms converge to the solutions of the extended general nonconvex set-valued variational inequalities. The results presented in this paper extend and improve some known results from the literature.