MSCDEX are Microsoft's CDROM extensions. Needed for accessing cdroms under ms-dos. If you are using DOSBox just make sure you mount your cd-rom drive properly:

e.g. -> mount d d:\ -t cdrom -ioctl -label <game>

Alright i did that but the only drive it see is Z: how to i make it see C:?

Umm, you'd better read the readme that comes with DOSBox to learn how it works. There's also the Wiki on the DOSBox homepage that has more help. There are also some good front-ends that help you set things up, such as D-Fend.

Nvm i got it, damn game keep freezing during installing 😢