The game should also include the shareware levels, without them the collection is not complete.

The Shareware episode is included with the regular The Secret Files installation.

How do we access those levels, as when I go to play the Secret Files, all I see are the Secret Files levels and the Home-Cooked Levels.

That's currently a problem with the JJ2+ enabled version, that will likely be fixed very soon.

If you open the regular Secret Files (1.24) version, you should be able to select all episodes, including the 'Shareware Demo' one down the list.

I have no direct experience with GoG Galaxy, but you should be able to switch back and forth between the 2 versions in some way or another. Perhaps leaving the beta channel without uninstalling will suffice.

That worked. Thanks!

One thing you can do is to install JJ2, then copy everything from there into a new folder.
Then, install JJ2+, and once that's done, copy all the JJ2 files back into the JJ2+ folder. Don't replace any existing files, just put all the missing files in there.

That should do it. :)