Hi guys,
check this info by ChrisDash83 from some older thread on this forum (I don't know how to post link, so here is the post):
I had to do quite a bit to get this working but, I managed.
1. Replace the frontend.exe with the one from the official Worms 2 CD.
2. Replace the worms2.exe with the one from the official Worms 2 CD.
3. Run both of the official Worms 2 patches in order.
4. Get the "S*natch's WP - 94kB" patch. (look for it with that exact text via Google)
5. Place the patch in your Worms 2 folder
6. Run the patch and apply the No CD patch and any others you want EXCEPT the resolution ones. The resolution patches will bring the game to a crawl.
7. Ensure ALL executable files are set for compatibility with Windows XP - SP 3
8. Run from the Frontend.exe file directly, not through the GOG launcher.
Music still doesn't work but, pretty much everything else does!
IMHO Team 17 needs to work more closely with GOG on compatibility on this
I was able to run the game after this steps (I had to apply W2P005_NorthAmerican Patch before running the WP program from the mentione S*natch....). The game ran terribly slow, but after disabling background effects (press Insert or Delete several time during gameplay to toggle it off) it runs fine :)