You should look up the site's FAQ before asking such questions. That should help you. Dosbox is a program, you'll have to download it first, it's available here in Abandonia, under the Programs link, I think.
http://www.abandonia.com/forum/index.php?showtopic=5684
EDIT: I'm not sure if that's the best thread on the topic, but if it isn't, just look at the "Look here first" thread in the Troubleshooting forum. You should find everything there.