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How do you change RCT3 HD with GOG?
Could you try elaborating?

That doesn't exactly compute into a valid sentence.

Roller Coaster Tycoon 3 uses standard settings; but I suppose higher resolutions might logically only be in windowed?
Check out this post, if that helps.
https://www.gog.com/forum/rollercoaster_tycoon_series/installation_win10_et_changer_la_resolution

Personally, I play in 1280x720p.