I haven't bought this from gog.com yet, but if this is the same version of the game that I have then there is a way to remove the copy protection:

http://patchery.net/patchery/patch.html?id=1000030

Does the GOG version even have the copy protection still?

Every abandonware site I've ever seen to host this hosts a version with the copy protection cracked. I have to imagine that the GOG team is capable of such.

The GoG version has copy protection cracked (it asks you a question and will accept any answer as correct).

The link in the first post allows removal of the copy protection entirely, so it no longer even asks the question. A small convenience, but it's nice for new users that are prompted and then wonder where the answers are.