Ok. I installed the retail version (2 CDs) of the game, "complete install" (there's a choice between complete, typical and custom installation). After the installation the size of game directory is 1,27 GB. I start the game and it works fine, all sounds are present including music and voices and I don't need to have any CD inserted.
Then I uninstalled the game and installed DVD version with "complete" install. After the installation the size of game directory is 740 MB. When I start the game it works fine except there are no music and voices. Other sounds are fine (those that are copied from CD1).
So, then I manually copied the music and voices files from CD2 to the game directory, and when I start the game it works fine. All sounds are fine and the size of directory is 1,27 GB (like in retail installation). But what's the point of making this DVD if I have to manually copy sound files after installation.
So, as I sad, the problem is that during installation of DVD version of the game, music and voice files from CD2 are not copied to the game directory
I tried this on 2 different computers.