Just for anyone in the future trying to get the RollerCoaster Tycoon from GOG to work. Look for the files !Downloads then start setup_rollercoaster_tycoon_deluxe_1.20.015_(#).exe. Once you do this install, then go to the RCT.exe and change the Compatibility to WINDOWS 95.
To get to this step:
right-click on the RCT.EXE then go to the tab Compatibility. Then look for Compatibility mode. Click the checkmark Run this program in compatibility mode for: Windows 95
I hope this works for anyone else who had the same issue I had.
