Hello & welcome Stephen,
to explore most of the fan ages, you need to have a complete installation of URU:CC (which version you bought at GOG.com is convenient, I know because I have the same version and it runs smoothly). All you have to do is to follow instructions of this thread
http://forum.guildofwriters.org/viewtopic.php?f=111&t=4611 (if you want to explore with others) or follow these instructions to explore them alone offline:
http://forum.guildofwriters.org/viewtopic.php?f=10&t=6370&p=66704#p66704 (third post, read the 1st option). All your questions for those installs should be asked on this forum board (for Deep Island shard, use the proper sub-forum)
You can also download URU Live which is now called MOULa (Myst Online: Uru Live Again). You can download it from Cyan directly following this link:
http://mystonline.com/en/play/. I would suggest you to register on MOULa's forum
http://mystonline.com/forums/ and ask question specific to the URU Live install over there. If you want to have access to some fan ages using the MOULa version of the game, you need to access another shard. You can start with the Gehn Shard. If you want to go forward in this direction, I suggest you come back on this forum board and follow install instructions for the specific shard (see the sub-forum)
http://forum.guildofwriters.org/viewtopic.php?f=117&t=5540 (installation instructions).
I know it might be very disturbing to go back-and-forth between forums and between installs and versions. It can even get more complicated than that, I'm keeping you with the simplest solutions
!
To make it simple:
URU:CC (your GOG.com version) enables to visit almost every available fan ages. You can play offline or online (Deep Island Shard).
MOULa is the main shard (only online version). You can download & play the game for free (link provided above). The main shard doesn't offer access to fan ages, alternative shards like Gehn offer some fan ages. Gehn Shard is one of them. You need to copy the MOULa files to a new folder and follow instructions to install the Gehn Shard (link above).
If you have any questions feel free to ask, I might not be the one who will respond as there are no dedicated helper, it's often the first explorer that see your post that will answer you.