Honestly, I am new to DosBox as well - how do I start the game in DosBox?

The easiest way is to create a shortcut to DosBox and put it in the game's folder. Then just drag and drop the game's executable onto the shortcut. It should run just fine :)

Problem loading this game...
 

I downloaded this game a few weeks ago, but today is my first chance to actually try and play it. I am able to boot the game, but the game window is small, and there is no sound. Can someone help me?