nightcraw1er.488: What files sizes do you have? They should be:
Small exe, 8 bin files all exactly the same size, 9th is smaller.
Perhaps post a screenshot of your files - I may not be able to check as my version downloaded is slightly older. Note this is goty version on windows yes, classic installers (it's an option under more).
Fhalkor: It won't let me post a screenshot of it but the sizes you said are correct
Right lots of things going on here.
Picture one, it clearly shows that some of the files have not downloaded correctly. Some have crdownload - which I presume is the download manager in your browser? Anyways, these should all be 4,194,304kb just like the one bin file that has downloaded fully. Secondly there is no exe in this to start the game, there is a galaxy file, which is gog's client, but nothing to do with the actual game.
In the second picture you have an exe file, but no other files, you are missing the bin files.
So you need to download all 10 parts - FULLY, complete all downloaded. As I said there will be one exe, then 8 bin files, all the same size, then one smaller. It looks like yu have the exe, 1 big bin file, and the last bin file ok, its the rest which are missing. Look at my screenshot below, whilst the number is different in the filename, this shows what you should have, in one folder, for installation of the game.
And just to re-iterate to avoid confusion, your files will have 1.31 in the filenames, and the kb sizes will be slightly different, but the pricinpal is exactly the same 1 exe, 8 * bin files all the same size, last one is smaller. Then run the exe by double clicking on it.