This is a summary of the problems I had with Red Baron 3D (Red Baron 1 works flaweless, and better with DosBox staging)

Problem: Red Baron 3D doesn't start, it just show the intro video, and a small windows then it closes.
Solution: Go to the game folder, right click on Baron.exe, Properties, Compatibility, enable execute this program for Windows 98/ME

Problem: Once I start a battle, it crashes,
Solution: Reinstall fully and do NOT run GOG SetSpeed.exe or Galaxy->Red Baron->Additional Executable-->Settings

Problem: I want to play in a Window
Solution: Go to the game folder, right click on Launch Red Baron 3D shortcut, and add -windows as parameter. Example:
"E:\GOGGames\Red Baron 3D\Baron.exe" -window

Problem: It doesnt detect my joystick / xbox controller
Solution: Go to you windows control panel, open your game device settings or joystick setup, click on advanced option button and select your device in the field of default device for older software

I hope it helps someone