I start Dungeon Keeper Gold, the video freezes, then after I hit escape, the mouse does not work in menu.

You could try changing the graphic mode.
- Go into the game's folder (usually \Dungeon Keeper Gold) and run "Launch Graphic Mode Setup".
- Switch Graphic Mode to OpenGL (also try DDraw and Overlay if it doesn't work)
- Close the setup and open it again to see if the new setting was saved. If it isn't, run the Graphic Mode Setup as Administrator (right-click it => Run as ...)

Alternatively you could install the KeeperFX community patch.
This thread covers it pretty well:
http://www.gog.com/forum/dungeon_keeper_series/keeperfx_hires_dk1_latest_builds_and_install_instructions/post1

The KeeperFX homepage is here:
http://keeper.lubiki.pl/html/dk_keeperfx.php
There's also a readme explaining installation.

Further make sure the older components of DirectX9 are properly installed:
http://www.microsoft.com/en-us/download/details.aspx?id=8109
Download it, run it and select a separate folder to extract the content.
Then go there and run DXSETUP.exe to start the installation.