Have you tried running in Win09 compatibility ? This forces the game to run on a single cpu core,
which is the best option for some games of this vintage.
I had a similar problem with Tony Hawk Pro2 on Win10 (not on Win7). The setup screens loaded,
but the game crashed when trying to load a level.
Note the game also uses SafeDisk copy protection, which could also be a problem.
I have more details in my post at -- this thread --
- EA Origin has a C&C bundle which includes Red Alert 2 - $29- USD which should not have
any issues with Win10 ( I would check their forums first... Check them anyway. You may find a fix for yours ).
.