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In order to install and setup DOSBox, DFend and games, you have to know how to create and manage folders on your computer. Also you should know how to use WinZip or some other archive utility.
To follow the tutorial I recommend you create same folders as I will, so you can install and setup without worries that you are doing something wrong.
First create a "DOS" folder on your drive C: and make three subfolders: "FILES", "DOWNLOADS" and "CDRIVE". Folder called ISO is optional. Create it only if you are planning to use ISO images of games.
To create folder, you have to open My Computer, C drive and then right click anywhere on empty space and select "New" >> "Folder". The folder will appear and will be highlighted. Just type DOSBox and press enter. (If text is not highlighted, select "New Folder" and press F2 to rename it) After creating DOS folder, double click on it and repeat the process for the other folders.
The folders should look like this:
