You need a copy that does not require a CD-ROM while running. NOTE: If your copy of Caesar III cannot run on Windows without a CD-ROM of Caesar III inserted into the CD drive, then this won't work. Install the game, and note the directory in which it was installed, for example: 'C:\Program Files\Caesar 3', that is the installation folder. It is best to use a version of the game that does not require a CD-ROM in the CD drive. The game can be obtained from GoG which provides DRM-free games, but that's just one method.
Running Caesar III on Android using Winulator Step 1 - Obtain Caesar III