You might need first to copy/install games to a sub-folder in the D:\DOSBOX\ folder, since the DOSBOX folder is essentially a complete drive, mounted with DosBox, and you can't access any other folders on drive D: while in DosBox (and with Win 3.11's Program Manager at that), with that mount command.
If there's nothing at all shown in Program Manager, maybe it's because all other sub-folders in DOSBOX are marked as Hidden and/or System and not visible normally.
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