[The Fifth Horseman]

I'm familiar with DOS box, I use it all the time, but I don't know how to run this game. [/b]

I'm still lost, where do I put these commands and how exactly do I enter them?[/b]

*sigh*
Same place where you enter all the other commands: the command line.
DIR displays a list of files in the current directory. The COM, BAT and EXE masks make it only display runnable files (one of which will start the game).

Please read A Beginner's Guide to DOSBox and the DOSBox readme.