Through various sources and trial and error here are some things I found that helped with the Quest for Glory Anthology install.

First and foremost mount a traditional DVD or CD-ROM instead of a write drive as your CD-ROM drive.

Second in the [OLDGAME] directory that is recommended I created the sub directory of [SIERRA]. In the [SIERRA] directory I created folders for for each of the the Quest for Glory games I wished to install. In example folders could be (QG1NEW, QG2, QG3, QG4).

Third, I created the following folders in the [SIERRA] sub folder in Widows OS. I then copied the files from the each game directory of the CD. In example on the CD I went to [QG1NEW] directory and copied all the files then placed them in my folder [QG1NEW]. Make sure to put the CD in a regular CD-ROM Drive or DVD drive. For some reason when I tried it from my DVD write drive it would time out in Windows OS. in the DVD drive of my computer, for.

Lastly, I then went to DosBox and went to the [SIERRA] folder that was created earlier then to the sub folder I created as [QG1NEW]. I then did the install command and had no issues with the program install in DosBox.

The game work fine and I can play it now. I hope this helps other that may be having issues with the Quest For Glory Anthology.