How do these games get given to you? is it a digital exe setup or do you get the iso of the game?

I have just bought the CD version set of all the games and expansions and have discovered that they will not install at all on this laptop (Win 7 64bit home premium) and I was curious if anyone else had found that but then purchased these digital ones and had some sucess. I don't want to pay out a 2nd time for something if I am going to encounter the same problem.

.exe's like all GOG downloads for Windows, they all work fine for me(same OS).

UPDATE : I just tried installing RCT2(base game only) from disc, installed and plays fine.

I bought the CD ones but when i use the 'setup.exe' I get greeted with

Windows cannot find E:\Setup.exe. Please make sure you typed it correctly, and try again

As far as I undersatnd that error message is cause by a virus or something that has infected Windows. A virus scan/removal would be a good idea, and if needed run a Startup repair using a Windows Installation CD/DVD.
There could be other causes for the message to appear but this is just my understanding, so you may not have a virus.

However if your sure you don't have a virus(or don't care), you may be able to get the setup to run by launching it though the cmd. Just type 'cmd' into the start search and hit enter. Then in the cmd, type 'e:\setup.exe' and press enter, the setup will hopefully launch.