Are you mounting the directory that you extract the files to? Let's say you extract a game to C:\games\foo on your computer. In DOSBox, you need to type the following command to get it to show up:
mount c c:\games\foo
That takes the directory on your computer (c:\games\foo) and makes it available in DOSBox as drive c:. If you don't mount anything, you won't be able to play any games or do, really, anything useful.
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