Bought, Downloaded, Installed the game.

My software WinPatrol blocked the software from making an online connection. Once blocked the program crashes on startup. There is nothing mentioned about this on the game page, but if you have software (ii.e. a firewall) Caravan.exe seeks to make an online connection.

Refund credit requested.

I'm not sure but maybe the problem is related to a bug in the GOG version - info in link below. The reason I suggest this is that the game wanted access to the internet for me too but thankfully does still run when blocked. Looking at the forum it doesn't look like the devs come here but it might be worth either an email to them regarding getting their update here (after all it has been 5 months!) or nudging GOG for them to push to get the latest patch.

Unfortunately this does seem to the norm these days :(

https://www.gog.com/forum/caravan/cant_get_past_the_menu_screen/post2

No it isn't. I have no other games that require internet access while running. And these people put adverts in the game. I already paid to play the game. Agree. It's disgusting to have adverts in a game that you paid for.