GOG sells you the game data files, plus the original DOS executable, and a DOSBox configured to run the original DOS executable. In my opinion, the only reason to run the DOS executable is nostalgia. I strongly recommend that you use one of the source ports instead. They have fixed numerous bugs, added support for a full-size window on modern screens, will directly support most joysticks, and can play multiplayer over the Internet without the hassle that DOSBox Descent brings. You can choose among: DXX-XL, DXX-Rebirth (hence my prior question), or DXX-Retro. They all started from the Descent source released by Parallax[1], but they have different design goals.
Don't fret over having bought the game here. The data files were never released as freeware, so none of the source ports distribute the data files. You need the data files, such as the ones sold by GOG, for the source ports to do you any good.
[1] Parallax released the source. That source was taken by the DXX project. The DXX-XL and DXX-Rebirth projects started from DXX, and diverged. DXX-Retro started from DXX-Rebirth, and diverged again.