It's the same as the "Battle Collection" repackaged under the Sega name. This is not a new version so any problems affecting the "Battle Collection" will also effect the "Gold Edition".

Many people can run MTW/VI with no problems under WinXP SP2. If you have an Nvidia card then problems may be more likely, though you could experience problem, such as the famous CTD, whatever hardware setup you have. However you look at it, there is no guarantee the game will work on your particular hardware/software.