Depends on where you initially bought the game.
If you bought it on GOG; then it should still be in your Library (
https://www.gog.com/account), so you can go there and download it again.
If you bought a physical version, GOG offers a free digital copy for a very limited selection of games here:
https://www.gog.com/reclaim However, the one you are asking for is not one of them.
If you bought it on Steam, then there's another promo,
GOG Connect, that offers a GOG copy of some games for users who have them on Steam. It is only active during some events (usually big sales) and for only a few games each time.
Edit: according to your profile you already have it on GOG (you have unlocked achievements for Shadow Warrior 2). So it's just the first option, go to your Library and the game will still be there for you to download.
