Mods for this game can be tricky, but for a multiclassing mod, all it should take is to find the Neverwinter Nights 2 folder in your Documents folder, and there should be a folder called "override" in there. If not, create one, and then unzip your mod into that folder, in a subfolder if you like. As long as it's unzipped, and doesn't have any duplicate or optional files in it, that should be it. (If there's more than one file with the same name in override, even if they're in subfolders, the game will only use one of them, and it might not be the one you intend.) Next time you start the game it should be modded. There are no settings to set. This is the case for any version of the game, including GOG's.