Attach it and if all goes well you will be able to use it with games that support Joysticks. SDL should handle it right away, at least it does so for me on OS X.

Is sdl something I have to install, additionally. Or was that installed when I installed dosbox?

No need to do anything, sdl is the underlying library which 'communicates' with the OS. It's compiled into the dosbox.app. I'm sorry, I was just too technical.
So just plugging the joystick in and starting Dosbox should be enough.

I am running Snow Leopard on my iMac, and I am trying to get my Sidewinder Force Feedback 2 to work in DOSBox, but I can't get my games (Doom and Commander Keen) to work with it.

My Mac recognizes it in the System Profiler, but when Doom asks me to center the joystick and press button 1 (which I believe is the trigger), it does nothing.

Can anybody help me?

Does dosbox see it? Look at the console messages right when dosbox starts

It doesn't show a console on my Mac. Is there any way to view it? (The Window menu only shows the main DOSBox window, and "Minimize".)

(MAC OS X) start terminal.app and navigate to:
/applications/dosbox.app/contents/macos/dosbox

In the console, I get

Using joystick SideWinder Force Feedback 2 Joystick with 4 axes, 8 buttons and 1 hat(s).

Check the [joystick] section of your configuration file. Reset the keyboard mapper. If you can't find the problem, post your config file.

How do I reset the keymapper?

1dosbox -resetmapper

In DOSBox for Windows there is also a menu option for it (at least there is in DOSBox 0.74). Don't know about the Mac version though.