Game does not install correctly on Windows 10 

 The installer seems to skip over several files during the installation process on computers running Windows 10.

Copy missing files and fix shortcuts:

1.Run through the installation process from the discs as normal, and make a note of the game's installation folder.
2.Re-insert Disc 1 back into your computer's optical drive.
3.Run the Alice Windows 10 Fixer, then follow its instructions. If you have installed the game to a different location than the default, you will need to enter this path manually when it asks you where to install the missing files.

https://www.pcgamingwiki.com/wiki/American_McGee%27s_Alice#Game_does_not_install_correctly_on_Windows_10