The following worked for me on Win10 x64:

1. Download and intall the game
2. go to the steam/mystery of the mummy installation folder and look for the folder DXWind-v2_03_36_build
3. open dxwnd, the game will show, right click and "modify"
4. look in both 'path' and 'launch' for the game.exe and select it for each option
5. then use what puhgee has advised earlier:
in dxwnd go to "input" section and check following: "keep cursor fixed" , "keep cursor within window", "force cursor clipping", "DirectInput Hooking with Initial coords 50,50"
6. As puhgee stated this will cause your mouse to be inverted, but game runs fine, if you want to fix this issue download Mouse Inverter: https://www.sendspace.com/file/zjuwfv (honestly it's a bit more glitchy this way than without the mouse inverter but it will still work)
7. if you wish, in the 'main' option of dxwnd uncheck the box for "run in window" and for me it worked fullscreen this way...