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Hello

I have Windows 8.1, tropico 3 it wont start.

It displays "Not possible to start game d3dx9_41.dll missig try to reinstall the game".

I have already reinstalled and it wont start.
It sounds as though your system lacks, and the installer isn't adding, the required version of Direct3D. It's possible to find DirectX runtimes on Microsoft's website, but it might be better to query GOG Support about this in case they need to fix their installer.
I"m having the exact same issue. Installed twice and redownloaded. Did anyone come up with a solution?
Yes, install directX 9.0c

http://www.microsoft.com/en-us/download/details.aspx?id=34429