I get an error when I try to start The Settlers 3. DDERR NOT SUPPORTED. Does anybody know what this means?

This might help.
Edit: I couldn't get the link to work, but you can follow the link on the bottom of this page.
https://www.gog.com/forum/the_settlers_series/settlers_3_directdraw_error_windows_10

Besides the suggestions behind olnorton's link (which lists generic hints like "update your graphics drivers" and "make sure you use NVidia/AMD GPU instead of Intel HD, if you have one"), with DirectDraw and Direct3D problems with old games, I suggest trying .e.g dgVoodoo2. At least it worked great for me to fix the issues of e.g. Might&Magic 9 on Windows 10.

Oh and also make sure you don't install the game under "Program Files", but I think at least all GOG standalone installers nowadays install outside of it, under C:\GOG Games\ or such.

dgVoodoo2: http://dege.freeweb.hu/

Other possible options, not sure if they work any better:

ddwrapper: http://bitpatch.com/ddwrapper.html

DxWnd: https://sourceforge.net/projects/dxwnd/

WineD3D: http://downloads.fdossena.com/Projects/WineD3D/Builds/