One of the great things about buying from GOG is that once you buy the game it becomes part of your games inventory at your account. From there you can download it and install it at your PC. In the event that you lose your copy, you can always go back to your account and download the game again. And because its an old game, there's a great chance that it will run problem free on your Windows PC. A little caveat however is that if you're used to the high definition games of today the resolution of most of these old games will most likely be ugly to your eyes.
Two games I bought immediately were Crusader: No Remorse and Crusader: No Regret. Two great games that I grew up with, they're actually part 1 and part 2 of a 2 part series that came out in 1995 and 1996. It tells the story of a former government Silencer who now finds himself on the other side of the Law after going against the corrupt government he served.