I assume you got DOSbox installed OK.
First thing you will want to do is make a folder on your computer to be the "C drive" for DOSbox. You need to be aware of the full path of that folder, so something like C:\DOSbox might be easier for you, depending on your level of expertise.
Next, you want to edit your DOSbox config file. The "Windows" way to do it is to go to Start --> All Programs --> DOSbox-0.74 --> Options --> DOSbox 0.74 Options. That will open the config file in your text editor. Add a line like this to the bottom of the file:
MOUNT C C:\DOSbox
This means that your C:\DOSbox folder will be the C drive of the DOSbox computer. That last part should be the full path to the folder you are using as your C drive. Don't forget to save the change.
You can start up DOSbox now. When you get to the Z:\ prompt, you may want to mount your CDROM. Enter a command like this:
MOUNT D E:\ -t cdrom
This means that your E:\ CDROM drive on your PC will be the D drive of the DOSbox computer. Be sure to change my "E:\" to whatever your CDROM drive is. Also, if you want, you can put this in the config file if you want to always mount the CDROM drive whenever you start DOSbox.
Now, in DOSbox window, to change to the CDROM drive, ENTER (press enter key after the command):
Now your prompt should be D:\
To see what files are on the root directory of the CDROM, you can ENTER:
To run the DungeonKeeper setup program, ENTER:
After you go through the install and set up process, it will most likely leave you at the prompt: C:\KEEPER>. From there, just type keeper
There are lots of other options in that config file, but this should get you up and running.
Command line is not hard. It is all about how much effort you are willing to put into it.