Please look for a _redist folder in the directory where you have the game installed and run the redistributable installer for Microsoft Visual C++ :)
If there is no _redist directory, then please let me know what the error message said :)
I just installed using the GOG downloader files, and I have this same C++ runtime error. There is no _redist folder anywhere on my hard drive. The exact message I get is:
"Microsoft Visual C++ Runtime Library
X Runtime Error!
This application has requested the Runtime to terminate it in an unusual way.
Please contact the applications's support team for more information."
The exact sequence is this:
1) I launch the game.
2) Gambitious credits screen displays
3) CFG credits screen displays
4) Hard West splash screen displays
5) Screen goes black, with a movable game cursor. Stays this way for about 10 seconds.
6) Crash to desktop with the error message I quoted above.
As for your other post just above this one regarding removing or renaming a directory, please send us a Support ticket about this as I am not sure what's going on with that.