Get VirtualBox or another VM like VMWare or QEMU. Obtain Windows 95 legally and install it. Then install your game from VirtualBox.
I can clarify how to install on VirtualBox clearer if needed, but essentially you get your Windows 95 ISO file / CD, create a new VM, choose Windows 95, up the Virtual RAM to 256MB, choose your CD/ISO file when prompted for Windows 95, install it (retro!), when it is done insert your game CD and mount it in the VM and install it from Win95
Or, try running in compatibility mode in Windows 10. Though I doubt that'd work.