Well, every current Driver contains this File (?)
If you need it separate, you can always download and extract the File from the latest 3dfx Reference Driver for your Card, or :
Download KoolSmoky's or Colourless' Glide Files from the Tools Section
Either way, that will get you your glide3x.dll...
On this Page
http://www.3dgw.com/scripts/gd/207 there's a Patch listed for the Game (in case you don't have that yet).
Worst case, it will run under Direct3D as well, if you cannot solve your Problem.
Note that the glide3x.dll should be located in your Windows\System Directory. If it's not present, you might have a not correctly installed 3dfx Driver.