You'll need to provide more details:
- Which game?
- Did you buy it here from GOG, or do you already own it and are trying to make it run on your own?
- What have you actually already tried, besides merely downloading DOSBox?
- What OS (Windows, Mac, other)?
As some general advice, for the games I already own, I just create folders on my C drive on my Windows PC, and then copy the contents of the game CDs to those folders. Once there, I use DOSBox to do the rest. DOSBox has a helpful tutorial for new users here: http://www.dosbox.com/wiki/Basic_Setup_and_Installation_of_DosBox
However, depending on the game, I suspect you might be better served by using ScummVM. It is an interpreter for both Sierra and Lucasarts games (mostly those released prior to 1995), and makes things a lot easier on new users. Once installed, just run it and "add" games by pointing to where the games are located on your C drive, and it does the rest. You might consider checking it out if you're new to this. http://www.scummvm.org/