When you have a modern system you have probably a lot of cores in your CPU, not all of them real.
Old games like this one don't work well with so many cores.

• go to the "bin" directory of the game's installation, probably something like "d:\Games\SteamLibrary\steamapps\common\Zombie Army Trilogy\bin\", you can use "Properties/Installed Files/Browse..." to go to the games installation folder.
  
• In this "bin" directory create a new file "start-affinity.cmd"
  
• add as content the following:
  start /affinity 0x0000000000000003 ZAT.exe
• create a shortcut for this file on your desktop
  
• rename the shortcut
  
• change the logo to the one from the original zat.exe
  
• play the game