SB-Link has no affect when running in a Windows DOSBOX. You need to initialise the card in pure DOS to get the best compatibilty using SB-Link, and run games from there. There are multiple ways to do this. I find the simplest way is to keep the Windows and DOS install files seperate.
You need to intstall the DOS setup files, and you can download it here with all the required files from my thread I linked earlier:
Re: Yamaha PCI YMF-724 DOS Compatibility Thread
Downloading from Yamahas site, and installing doesn't have all the required files (you need to add DOS4GW), but the above link already has this. Just follow the instructions above. Edit your AUTOEXEC.BAT files accordingly, and I suggest you clean up your DOSSTART.BAT file (you may have duplicate entries from your Windows setup causing issues when you exit to DOS).
If the SB_Link cables is aligned correctly, when you run SETUPDS.EXE, you should be able to choose DMA as PC/PCI, and IRQ as S-IRQ, which should give the best compatibilty on a 440BX setup.
Running "SETUPDS /S" should initialise the card with the required parameters. Ensure you have the correct "SET BLASTER=" entries in AUTOEXEC.BAT, and "SET SOUND=" pointing to a directory with any relevant SBPro 2.0 files needed by some games, e.g. CT-VOICE.DRV and SBFMDRV.COM (you will need to get the SBPro 2.0 versions from Creatives Labs install files).