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Ok, so I solved the issue for PQ1 with the poorly labelled Gazette issue. But what's the copy protection to enter PQ2? I can't see any reference for it in the folders.

GOG, you do a great job, but this isn't exactly DRM-free, is it?
In the police quest 2 folder, look for wanted.jpg.

I agree that they should label the copy protection better, but copy protection really has nothing to do with drm. There is never a chance for the company to take your right to play the game away, and there is no chance for a technical error to disable playing, and there is nothing stopping you from copying the files to another computer (including copying the copy protection). As long as you have the codes, you can play, meaning the ball is in your court and not in the hands of a third party. You really do own it in every sense of owning something.
Actually, these games predate the invention of DRM by a few decades. :-)

I think there are hotkeys to get past the copy protection screens for some of the Sierra adventures, but I don't know what they are.
Also, if you check the start menu extension, you will always find the documents, that are relevant for the copy protection in there ...
GOG is great with having copy protection info for their games but its either hidden in the 'other' files, in the game files somewhere hidden, or even just as extras content downloaded seperately. But hey even if they didn't have something that got you through it, its the internet age just go somewhere like and they will have all the info you need to get started.
In this case it's a little different from modern DRM. The copy protection in older games (like PQ2) were scripted directly into the game itself (not just in the launcher or game EXE or something). Since the source code no longer exists for these games it would be impossible to go back and remove it in this way. Also there's the question of whether the games and their files should be preserved in their original unadulterated formats.

Now, I say it's impossible to remove the copy protection by changing the original source files (seeing as they don't exist anymore), but it's not impossible to remove the protection yourself. But you need a few fan-made tools for editing game resources from Sierra's SCI engine (of which PQ2 is).