I've experienced a crash into bug reporter when opening the game on Windows 11. Long story short, this is due to the game video format not working on my machine. The game crashes every time a video would play.

If you experience this, there are two folders where you need to rename the game files (posting a typical full path you'd find on your system):
<Drive>:\SteamLibrary\steamapps\common\Dawn of War Dark Crusade\Engine\Movies
<Drive>:\SteamLibrary\steamapps\common\Dawn of War Dark Crusade\DXP2\movies

Fix is to make the game unable to find those files. The first one are opening videos, the second one are campaign videos. If you don't intend to play campaign, you can most likely skip the second one. Remove/rename/move all files (or all video files) in those folders, either option should work.

I was not able to find a way to fix the videos so that they work in-game, but if you'd still like to view the video on your system using a video player, one thing that worked was to use a hex editor (like ImHex) and replace first two occurrences of 'DXGM' or 'dxgm' in the beginning of the file with 'divx'. After saving, the video should play normally (again - it will still crash the game, if it's in its original location and with original name).