How to fix the game
First of all, install the game. You will need a CD key, found in the game's box.
The installer still works fine on Windows 10, but at the end it says that the system is incompatible. Ignore it and don't run the game yet.
Download these patched files and extract them to the game's folder replacing the existing files:
https://fdossena.com/?p=hp2/i.frag