So, laptop with Windows 10 Home x64. The game starts with the intro video, but after it everything crashes giving an Error!! message with "Action not supported" written on it.

Any idea how to fix this??

So, it WAS the renderer. I would refer whoever has the same problem to the next thread:
http://www.gog.com/forum/blade_of_darkness/which_render_should_i_use

I'm using now an OpenGL renderer downloaded from this thread, and works like a charm.
Only thing to fix now, getting widescreen...