Update: Pandora's Box (standard 1999 edition; I found my CD recently) doesn't work on Windows 10 out of the box. However, the Pandora10.exe patch fixes that. The patch is still available here
(at CNet). Amazingly it doesn't even need compatibility mode.
Pretty impressive for a 20 year old game
Obviously it doesn't run at the high resolutions of modern screens, but I'm happy to put up with that for the quality of the game.