It is because this game is a Windows one. Not a Dos. You can’t run Windows games directly in magic dosbox.
You can emulate Windows system in dosbox and install the game in this emulated Windows but it’s tricky. And I m not an expert at this. Wait for someone that can guid you to a great tutorial.
I managed this trick for me following some tuts I don’t remember. And luck was with me because it’s working well but I don’t really know why and how… ?
Otherwise you can play Betrayal at Krondor. It’s a Dos game.