After installing all three games I've noticed that only Army Men 1 have available multiplayer in main menu. There were possible to choose (in my case) three options (screenshot attached), by some reasons they were in polish language (probably they were "imported" directly from system's resources, anyway here is translation:
1.Internet connection TCP/IP for DirectPlay
2.Modem connection for DirectPlay
3.Serial connection for Directplay
I'm guessing that serial connection is "the closest" to LAN, although I have no idea if (and how) it works on modern systems. I'm guessing that first option should be most open for experiments with some 3rd party programs (Hamachi/GameRanger), but it's just my guessing, I remember that I always had a problems with proper configuration for LAN game (yes, I had once upon a time in home with my siblings LAN connection, although very capricious).
Check the Zaineh's thread if you wish to restore multiplayer in Army Men II:
https://www.gog.com/forum/army_men_series/army_men_ii_multiplayer_patch