Unless you have a directory "dosprog", that won't work. It's an example of a directory name, not a command.
DOS only looks at one directory (folder) at a time; the "cd" (Change Directory) command moves the system's attention around the file system. The "dir" command shows you the files and subdirectories in the current directory (if there are a lot, they won't fit on the screen, so use Windows to figure out where everything is). If you want to go to a directory called "name" that is in the current directory, just type "cd name". If you want to go up a level, to the directory the current one is in, type "cd .." to back up. If you want to go down through multiple levels, use "cd name\name2\name3", etc. If you want to go somewhere else entirely, type the full path, ie: "cd C:\name0\name4".
Have you mounted the CD-ROM and installed the game? The command to mount a CD-ROM drive is readily available in the documentation for DOSBox; to go to a mounted CD-ROM, just type the drive letter you mounted it to followed by a colon. If it's a DOS game, you usually have to type "install" next, but check the CD's contents in Windows, or use "dir" in DOSBox, to make sure you know what the installer is called, and then type that on the command line. Follow the instructions in the installer.
Once you do that, you have to go to the installation directory (where the game installed itself) and type the name of the executable file to run it.