I recently learned that MM 4 and 5 combine to make World of Xeen. Does this work with gog/gog galaxy versions of the games? If so, how do I activate it? Thanks.

The GOG version has those games combined already; you don't have to do anything. You start in MM4 (Clouds), but if you use a pyramid, you will go to MM5 (Darkside).

One thing to note: Early in Darkside, the game gives you XP and gold awards that are ridiculous by Clouds standards, so if you want Clouds to be a decent challenge, don't go to the Darkside before you defeat Lord Xeen.

Ahh ok. I hadn't gotten around to installing it from my bundle pack I purchased a while back. Didn't realize it was all in one for those. Thanks for the info!

That's a very important point. I can never stress this enough.

The combination of both worlds was nice, but it suffers from balance issues.