The game's intro makes reference to Cyberdyne's facility in "the Cheyenne Mountains", however no such place exists.
Cheyenne Mountain is a single place that exists within the Rocky Mountain Range near Colorado Springs, Colorado in the United States. It is currently occupied by the United States' Military NORAD organization, and even was in 1984 when this game takes place. Though the fictional Cyberdyne is supposed to have military ties...
As with The Terminator 2029, Bethesda licensed art from Dark Horse Comics for the game's cover. In this case, Simon Bisley's cover art from issue #1 of 1991's The Terminator: The Enemy Within.
The CD release contains extra cutscenes (like an extended intro), but is otherwise identical to the floppy release.