Just out of curiosity, I tried some shaders:
1. Checked out the newest DOSBox SVN revision (r4393)
2. Compiled DOSBox with Visual Studio 2019
3. I downloaded some shaders from here:
https://github.com/tyrells/dosbox-svn-shaders
4. Used the recommended settings (openglnb, scaler = none, etc.)
I had dosbox.conf in the same directory with dosbox.exe. The glsl files were also in the same path. I modified dosbox.conf glshader option to whatever shader file name I used (e.g. glshader = crt-lottes.glsl).
With my GPU (Intel integrated) I got lots of compilation errors with most shaders. Looks like it doesn't like the lines that looks like:
#pragma parameter ...
I commented out all those lines and the shaders compiled fine. And DOSBox output looked different than default.
I guess those parameter lines have some purpose so the output is probably not exactly what is intended. I don't know enough GLSL to say what they do. Would probably figure it out with some effort...