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after the "check file integrity" nothing happens... what should I do?
hmmm ... someone might be able to solve your problems here, but probably you want to contact support

http://www.gog.com/support/contact/technical_issues_with_games/caesar_3


you can always try to simply redownload and see if that helps
Post edited December 02, 2012 by crazy_dave
It looks like something is preventing the .exe from executing properly. If you're using Windows Vista/7, you could also try (temporarily) disabling UAC... maybe it's messing with the installer.
Also, you could indeed try to redownload the game.