Ripsaw8080 is correct. Duke Nukem 3D 1.5 Atomic version needs to be able to locate the 'Support' folder from the CD. Whether this is accomplished by mounting an image of the CD or just copying the files over to your hard drive does not matter, but you do need to modify the CDROM.INI file so that it points to the path for this folder.
I use an iso image to mount my CD as drive D:\. First I created a batch file that I use within DOSBox to mount the image as follows:
imgmount d C:\CD\ATOMIC15.iso -t iso
mount -u d
For the command lines above, use the path within DOSBox, not the actual path.
Example: I have the iso stored in C:\DOSBoxRoot\CD\ on my hard drive, but when I run DOSBox, I mount C:\DOSBoxRoot\ as C:\, this means that my batch file needs to locate the iso image file in C:\CD\
Next you need to modify the CDROM.INI file in your Duke 3D folder so that it can locate the 'Support' folder on the CD as follows:
Be sure to include the trailing back slash at the end. If I recall, the game will not be able to locate the folder if its not there.
I hope this helps.
The method outlined above also works for NAM/Napalm, and WWII GI 😉