Are you extracting them properly? Eg. Selecting the "Extract All" option, and not just running sierra.exe from inside Winzip by chance?....
Once extracted run:
__INSTH.BAT Exit once it says press any key to continue
GODIR.COM
EXISTS.COM
SPACE.COM
Then do settings in INSTALL.EXE and try SIERRA.EXE
Note: This is not the usual method of playing!!! You normally don't have to do any besides the install, but who knows.... try anything once 