I downloaded Alpha Centauri and Worms United. I installed those games under C:/GOG.com/Alpha Centauri for example. Everything worked just fine. Now i wanted to install THEME PARK and i selected C:/GOG.com/Theme Park and i cant install it there because it wont accept a dot in the path. But it worked with Alpha Centauri and Worms. Shall i rename the Folder for future games and manually change the registry for Alpha Cent. and Worms?

This is a change introduced with the installer version 2.x.x.x mostly for compatibility reasons. Some games, especially those between 1995 and 2000 don't like having weird characters (dots, parentheses, dashes etc) on their path, thus the installer prefers not to allow it. I'd suggest having a Games\GOG or equivalent folder and install them, or you could try symbolic links if you feel confident enough.

tl;dr Yes, install to another folder and change the registry entries (or re-install the games).