I'm sad to say that I've had no luck with the GOG version either.
None of the tips here seem to apply to the GOG version. My guess is the supporting files used to make the game compatible with Windows XP and Vista/7 have changed in a way that makes it incompatible with CrossOver Games.
If anyone knows what we need to do to get this working, please let us know.
My install routine went like this:
I installed the GOG.com Arcanum installer in a Windows XP bottle. I got the steamtrain loading screen, then the menu, but mouse control did not work.
I installed it in a Windows Vista bottle. I got pretty much the same results, but it loaded faster and seemed to be a bit smoother.
In the Vista bottle, I then proceeded to install the patches I found around the web, as they are still compatible with the GOG version (according to members of the GOG forums), and they improve stability, playability, and reliability. I installed the following patches in the listed order:
UAP091225.exe
HQ_Townmaps.exe
HighRes1.1a.exe
13_New_Riddles
(I skipped the Complex Shadows Tweak, since it seems to be included in the GOG package.)
I then created a safe mode shortcut with command line options of: -window -no3d -doublebuffer
The game started up and ran smoother than before the patches, showing the intro logos and the 3d short of an armoured person bringing a sword to a gunfight (bad idea, as one finds out at the end of the clip), but once it gets to the menu, graphics tiles are cut out of where they ought to be and are placed where they don't belong, elsewhere on-screen. And the mouse still doesn't work. I have tried it with and without each of the command line flags, to no avail.
The overall problem seems to be a combination of some graphics glitches and the mouse not working at all, with or without patches.
Also, comparing the HighRes1.1a install on a windows machine to the same install on CrossOver, it doesn't seem to work right on CrossOver, since it involves an interactive commandline prompt which does not show up on CrossOver.
I'm half-tempted to just find the original game iso files online and download them so I can play, since people seem to have great luck with that method. It's mental that a game updated to support newer versions of windows works worse than an older version.