An alternate way to play TR2 Gold is via
Arsunt's TR2Main (widescreen detection implemented).
Details here.
As for displaying the setup again, use the -setup parameter by creating a shortcut of the tr2gold.exe. Then, open the properties of this shortcut and, at the end of the target/address field, add a space, then type -setup after the quote, so that it reads something like: "C:\Games\TR2\Tomb2gold.exe" -setup
Now run the shortcut & the setup menu should appear.