Don't copy the CD contents, but mount your CD.
Please give us all your commands you enter in Dosbox when you want to install the game, especially the mount commands are important.

let's see, the commands I use are:
"Z:\>MOUNT F F:\ -t cdrom" (F is where the virtual cd rom is)
"F:"
"Install" (or bd13 too)
Appear the settings window, I put the "auto dettect" and when is finished, I click in OK and appear the error, I can play the game but with no sound.

you have no c drive mounted.
See the 60 seconds guide at 60 seconds guide to getting your game to run in DOSBox
And also mount the CD drive to d (in your case "MOUNT d F:\ -t cdrom"), some games might have problems if the CD-Rom drive is not at D:

that worked fine, now the game has sound, many thanks ^^