I bought this game and downloaded it but when I go and try to run the game it does nothing. I click on "RUN" and it just remains on that page and does nothing. HELP!

Download the classic files (under more, classic installers). Run the exe of the downloaded files, under options select a path outside windows folders, e.g. C:/mygames. When it is installed, making sure galaxy is not running(note galaxy is gog's client software which I assume your running due to this "run" buttton), and run the game itself. If you get further issues check directplay is enabled, and that your system meets the specs. Otherwise check the game specific forum here for other answers, or finally contact support.

Galaxy displays an "Install" button if a game in the library is not installed,
or a "Play" button if the game is installed.

I am curious as to where the OP is seeing the "run" option.

Could be a mod launcher, if he installed to a windows folder it's highly likely to be a permissions issue. Uac certainly works, feck all runs when in windows folders.

Why can't there be controller support for Elder Scrolls 4 Oblivion?

That what I just got through downloading and am setting it up right now. Thanks

Not totally random, their own thread from two months ago.

If it is a new unrelated issue, a new thread is in place and the games' subforums are better for game specific questions.

You can also check out the games sub forum, it's under elder scrolls series:
https://www.gog.com/forum/elder_scrolls_series/using_an_xbox_one_controller_with_oblivion
For example.