Projectsonic: Galaxy worked out of the box for me. Try reinstalling it.
As for the Wine ports offered here on GOG such as Alpha Centauri or the original Infinity Engine games:
1. Download Wineskin.
2. Download the latest version of Wine and the wrapper, this is pretty self-explanatory and just involves clicking on download buttons within the app. I am not completely sure but I believe this is required for the wrappers to update. Either way, this is useful for extracting game EXEs for source ports (example being Quake 3).
3. You can close Wineskin now. Right-click on your app, go to Show Package Contents. Go to Resources, then Game. In that folder is the actual app, repeat the right-click process.
4. Click on the Wineskin app, go to advanced.
5. Under the Tools Tab, click "Update Wrapper."
It should work now. GOG needs to update
all of the Wineskin ports, but until then this will have to do. Oh, as a side note: Unreal Tournament 2004's native version is dead on El Capitan, so don't even try the tutorial for replacing the files and just use Wineskin for now on.