You need to separately install a copy of RCT2 for the graphics / sounds / etc. It can be bought from Steam, too.
Back in the day here in Canada, cereal boxes often came with CDs of different games you could install and RCT2 was one of the ones regularly included - I probably have collected a dozen copies over the days that are now lost. So if you go digging around in your basement you might be able to install it for free instead.
My tastes in video games have changed over the years and I am no longer sucked into the game as I was back then, but I did have a few weeks where I played a ton of OpenRCT2 with a friend - the multiplayer feature of it is a great feature and allowed me and a buddy to have a great time goofing off building rides
Back in the day here in Canada, cereal boxes often came with CDs of different games you could install and RCT2 was one of the ones regularly included - I probably have collected a dozen copies over the days that are now lost. So if you go digging around in your basement you might be able to install it for free instead.