I honestly don't know whether you guys are talking about Painkiller or The Witcher 3... if you're discussing The Witcher 3, there's a dedicated subforum for that, go here
and pose your questions/issues there. As for Painkiller and any trouble installing the game, please, try to download the installer via your library, whether using direct download straight through your browser or using the GOG Downloader (yes, it's still a thing, and better than GOG Galaxy, as Galaxy is still in beta and not that full-fledged, whereas GOG Downloader is a pretty decent download manager). If you're going to download the game using the Downloader, go to your library, click on the game you wish to download, then click the 'MORE' button and choose 'GOG DOWNLOADER LINKS'. If you wish to download the game without the Downloader, simply download *both* files by clicking on them -- the *.exe and the *.bin files are both needed in order to install the game.
GOG is trying to appeal more to the Steam crowd that is used to having a convenient client by launching Galaxy, but do bear in mind the client is still in beta phase and it is buggy and has some issues, namely when you try installing some games using it. For the time being, I advise people to download and install GOG games the "classic" way, at least until Galaxy is more stable.
I'm adding two images to show how to downlod Painkiller Black Edition from your library; the first one shows how to download without the Downloader (click on the highlighted links to download them directly), and the second one shows how to access the GOG Downloader links. If you don't have the GOG Downloader, you can get it here
I've been looking for like twenty minutes to figure out why my installation wasn't working, including the FAQs on the website. This the only thing that has been detailed enough to actually help me. THANK YOU!