Okay. So after some searching, and more searching, I found a sample of the Sonic CD PC game that was made for Windows 95 because I can't remember where my CD went. Ran it in 256 colors, updated my dlls to run the program..............and now it is technically running, but... no audio or video. I just have the blank box with the File / Option / etc bar. What's goin on? :/

Edit: Just found my actual Sonic CD from years ago! Installed the program and the updated DLLs.... so now, if I wait patiently the beginning video will play through, both audio and video (but I can't go full-screen b/c it crashes the program) and then after the video finishes................ no start screen, just blank. But I do hear the intro video music again. Then suddenly a little box pops up with

R1\11A\SCMP11A.CM_

then

MEMORY ALLOCATE ERROR

and then it goes bye bye

CD PC game that was made for Windows 95

A modern PC running under a modern OS is rather different than those from 15 years back. Sure they still have computer screens and keyboards and mice and memory and such, but under the hood they are radically different.

I'd suggest running under DOSBox.

If that doesn't suit you, there are many other emulators that you can run to get compatibility with the older hardware.