The Steam version is missing a dll file at the root of the installation folder : ddraw.dll.

Here it is, download it and put it in the base of the installation folder.
The missing ddraw.dll from the GOG version[drive.google.com]
It's the file from the GOG version, it is clean and unmodified.
Here are the virustotal scan results :
Virus Total scan[www.virustotal.com]

To access your install folder :
Right click the game in your library → Manage → Browse Local Files

The missing "Case File" pdf also from the GOG version[drive.google.com]

Enjoy!