Also, if it's Police Quest 1, the easiest thing to do, is to download Enclosure as well and extract PQ1 into a subfolder of Enclosure. To run the game, run Enclosure and select PQ1.
If it's Police Quest 2 or higher, there're several choices: DosBox, VMDsound or FreeSCI. DosBox and VMDsound can be found on the main page of Abandonia, under Programs. FreeSCI can be found
here.