No installation, I knew it!
Anyway, copy the entire contents of the CD somewhere on your hard drive. Right-click on that folder (under Windows), Properties, uncheck "read-only", OK, say you want it applied to all subfolders, files, etc.
Then, under DOSBox, run
setsound, choose Gravis Ultrasound for Audio (IO 240, IRQ 5, DMA 3 are the DOSBox defaults; or enter the appropriate settings if you've changed them yourself), and General MIDI for music. Then save the settings and run
disc (or the game exe,
dwb I think).
And that should be it. See how easier it is when you actually try and provide some information...?