Game will not load if sound emulation is disabled
From Worms Knowledge Base
If the sound emulation is disabled in WinUAE, WormsDC will fail to complete it's preload and the game is rendered unplayable. In V1.0, the game will load all of the data correctly but then fail to pass the "Loading!" message. In V1.05 the Main Menu will display but the game will hang at the version message that appears. The only way to get out of this situation is to reset the emulated Amiga, either via the "Reset" button within the WinUAE GUI (accessible by pressing F12) or by pressing Ctrl + Left Windows key + Right Windows key.
The exact cause of this is unknown, however it's likely WormsDC is anticipating the start of the menu Wormsong, and when the music fails to play the game halts.
To prevent this bug from occurring, set sound emulation to either "Enabled" or "Disabled, but emulated".