Unfortunately the proprietary assets (sprites, sounds, etc.) need to be copied from the original RCT2 game, but in the future, fully FOSS asset packs could be made. Install info is on their wiki. For now, the required files can be obtained for free from the official demo version of RCT2 following links mentioned on this page
tim48134 wrote
Reply to FOSS games list in the wiki - discussion by Fossidarity
OpenRCT2
Unfortunately the proprietary assets (sprites, sounds, etc.) need to be copied from the original RCT2 game, but in the future, fully FOSS asset packs could be made. Install info is on their wiki. For now, the required files can be obtained for free from the official demo version of RCT2 following links mentioned on this page