Correct, there is only one disk. Highly unusual and for sure a suspect disk.
Exit from the setup and see if what you have installed will run. Try removing and replacing the disk, see what happens. Make a complaint to the ebay seller, and please link us to the sale page, I'm sure some of us would like to see it. I for one would.
Alternatively, as you have bought what is supposedly a legit copy, I'd say you'd be well entitled to download it on a torrent, or someone here will pm you with a link to an iso, I'm aware that they do exist.
Normally, on this site, piracy is frowned on, but given your circumstance, and the fact that I am the boss around here, I say go for it.
I also take into account that as you can no longer buy this genre new, it is technically abandonware.
This site has seen many posts from users looking to obtain a legit disc, and only a few weeks ago there was a post on this very subject that ran quite a few pages, it escapes me now, perhaps someone can recall it and link to it here.
Regardless, I wish you luck with it, a most unusual problem that has as far as I know not been seen here before.
[
www.mediafire.com] Some say you should click it, you know you want to.
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www.gp4central.com] <----GP4 Central