Does the User Created Expansion Set for RCT2 (UCES) work with the GOG version?

Works like a charm for me. UCES is nothing else than a few Scenarios and Scenery Items thrown together.

If the installer doesn't work for you then you can unpack the files by opening the exe with 7zip or a similar program. Then you don't have the option to uninstall all those files with one click though ;)