Did you get this game from GOG.com? Because if you downloaded it from some random abandonware website, you may have gotten an incomplete or corrupted copy.

WhitePortal wrote on 2020-11-20, 22:08:

When pressing play: https://i.ibb.co/7bjjnMZ/imagem-2020-11-20-190814.png […]
Show full quote

When pressing play:

The "Time Commando " does not open. Just close the screen above.
Why?

I use Windows XP PRO SP3 in VirtualBox.

VBox doesn't have proper video driver. It should crash. Try on host OS