FO1 doesn't appear to support Macs, only Windows. You will need some kind of emulation to run it.

https://www.gog.com/en/game/fallout

"Works on: Windows (7, 8, 10, 11)"

Compare with a game that does:

https://www.gog.com/en/game/neverwinter_nights_enhanced_edition_pack

"Works on: Windows (7, 8, 10, 11), Linux (Ubuntu 16.04, Ubuntu 18.04), Mac OS X (10.11+)"

You might have "Fallout Classic" in your library but that was from many years back, when there was still a Mac version. But Apple broke all the old Mac Games when the transitioned to fully 64 bit years ago. MacOS Mojave was the last version of MacOS to support old 32 bit games.

GoG should probably remove that old useless Mac Version (or at least indicate it doesn't work on newer Macs/MacOS), but they probably don't pay much attention to orphan games, that are still in some libraries but no longer in the store, like "Fallout Classic". Plus, if they removed it some would probably complain about them removing things they paid for.

Try this.