Juggerflakes: APPLE SSD SM512E Media
That's your harddisk not your CD/DVD drive ;-)
I don't have the Mac version, but in the install folder (package in your case) of Dungeon Keeper are several Ogg Vorbis sound files (keeper02.ogg, .., keeper07.ogg). These are the soundtrack. The easiest workaround for your problem would be copying them, creating a playlist and running them in an audio player that can play ogg audio files.
The CD version of Dungeon Keeper just played the tracks from the CD as if it was an audio CD. GOG changed this to be able to provide a download version. I don't know how they actually implemented it, but obviously it somehow isn't working in your case. Anyway as I said, the original game just played the CD, so there's nothing wrong with playing the ogg files with a media player in the background.
If you want to get GOG's solution to work, we'll have to find the problem. Dungeon Keeper tries to access/identify the first CD drive in your system (= CD drive with the lowest drive letter on Windows). On Windows there are issues with PCs or laptops not having a CD drive at all or several of them. People were able to get music running by simply putting a CD in their drive or by disabling one or the other drive in case they have more than one. A third solution could be installing a virtual CD drive and mounting a disk (or disabling a virtual CD drive if you have one). I don't know how this works out on a Mac as you're probably simulating a Windows environment with Wine to run the game.
As said before, if nobody comes up with an easy solution, I'd simply play the ogg files.