There are two sets of files in the DgVoodoo download, one for d3d and one for glide. You put whichever set you choose (or both) into the main EAW directory. You also put the main exe into the directory and run it, if I remember.
I've Copy/Pasted the DgVoodoo files into the EAW folder but it didn't rectify anything. I can't seem to figure out what I'm doing wrong...