Seconding Lutris. Just install Lutris from the Flatpak store and login to your GOG account.[0] I have played a couple of games this one. The only one that wouldn't install was the first Jazz Jackrabbit which I didn't debug. I have a feeling it was because by default it used the Linux installer rather than just running the Windows executable via WINE/proton.

[0] https://github.com/lutris/lutris/wiki