An error occurs while playing Heroes 3.

I used to play on Windows 98, and I didn't have these errors. What could be the problem?

You answered the question yourself – you used to play in a different environment. If you play without the HD mod on new operating systems (Windows 7, Windows 10), you should at least set the compatibility mode for the executable file (to Windows 98).
In addition, you may have individual system problems (viruses, etc.).