Ukraine does not have nuclear weapons. They inherited some when the USSR fell apart, but they returned them to Russia to be dismantled in return for guarantees from the west and Russia.

The Chinese did not have nuclear weapons when the US fought them in the Korean War. Neither the Chinese nor the Soviets were (officially) involved in the Vietnam War. The US and Russia have danced around very carefully in Syria; the only direct conflict I know of involved Russian "mercenaries". In none of those cases did the Soviets or the Russians signal that they would use nuclear weapons; likewise, the Soviet invasion of Afghanistan was given covert military support by the US, but there was no direct conflict.

NATO operations in Ukraine carry a very large risk of accidental escalation, in addition to Putin's threats.