I used the GOG version. You MUST install it on an x64 bottle, I tested the install on both Windows 7 x64 and Windows 10 x64, works on both. Absolutely must be an x64 bottle, 32bit is not supported. I don't know if installing via Steam on Windows 10 x64 bottle will get it working, but make sure to install DirectX 9.0c or higher if it isn't already in the bottle. The GOG version automatically installs that as part of the installer, which might be contributing to the problem if it isn't working when run from Steam.
Do not run in high resolution mode, it displays in a small window, rather than full screen. DVXK mode not required, will run without it.