As far as I know, Smitemaster's Selections from the Caravel website are compatible with the GOG version (only Steam version is different - here you can only purchase them as DLC on Steam).
The only DRM-like thingy on Caravel website is a download limit (either 5 or 8 times) which can be reset by contacting Caravel support. I'm not sure if this applies to Smitemaster's Selections, but it is present on the DROD games itself.
Anyway, Smitemaster's Selections comes as files with .hold extension. After downloading them, launch DROD, select Play Game and Change Location. Click Import, find a folder with your downloaded .hold files, select one and click Okay. If they fail to import, that means they are made for newer engine (for this reason, it's best to import them into The Second Sky).
After that, click your downloaded hold and click Okay. Happy playing!