There is advice at the bottom of the page to help with this:
"
Upon starting a mission, you may encounter an error screen that says a shader named shd_outline_old failed to compile. This error only occurs because your computer does not have DirectX9 or later, so please see if your DirectX driver is up to date or installed at all. You can download the driver patch directly from the Microsoft website. This will fix any shader compile errors if you are having them, and should work on any Windows version (including XP and Windows 7, 32 or 64 bit)
- If you are having the same issue on a Linux emulator, please use Winetricks to install the DirectX patch and then try again.
- A dedicated Linux build will also come eventually, but currently I do not have the ability to compile one."