write your commands in the (autoexec) section of dosbox.conf

maybe with a the command "pause" after each line.

Then you can see where the Problem is.

i would save the config Files where Dosbox.exe is.

The commands I added to the target look like this -config "C:\dosgames\Cyberia\Sky.config" "C:\dosgames\Cyberia\CYB"

This syntax is incorrect. If I'm not mistaken, DOSBox is ignoring the "-config" option and is assuming that you simply want to run "C:\dosgames\Cyberia\CYB.exe", so it is "helpfully" mounting c:\dosgmes\Cyberia as drive C – and then of course cyb.exe cannot find its CD-ROM, as nothing mounted it.

So, for starters, the switch is "-conf" and not "-config", as per the readme. If the config file has been properly specified, you should see something in the DOSBox status window identifying it appropriately (i.e. "loading primary settings from config file").

Secondly, what are the contents of "sky.config" ? You mention an "autoexec file", which is something of a concern. The file should contain the complete contents of the original DOSBox.conf. At the end of the file you will find the word "[autoexec]"; the commands you want to execute automatically should go underneath that word. You should not need to specify anything like "C:\dosgames\Cyberia\CYB" in addition to the config file if you are using the commands as you indicated above.

By the way, Beneath a Steel Sky is probably better enjoyed using ScummVM, and you might want to consider Open XCOM for XCOM. (Nonetheless, the Steam and GOG versions of XCOM both use DOSBox, so rest assured it is by no means impossible to get running.) As to why your Activision Adventure Collection isn't working, you'll have to be more specific as to what happens.

Do take a look at the 60 Seconds Guide if you haven't already.
60 seconds guide to getting your game to run in DOSBox

Sammy, I've never seen the "pause" command idea before. What does it do?
I have tried saving the config file in the DOSbox folder, to no effect.

Jorpho, great catch. No idea why I kept changing it to config ,instead of conf. I will definitely double check.
I was actually trying to make a desktop shortcut that would instantly launch the game from desktop.

Sky.config is DosBox's full configuration file as you stated. I then added the mount commands beneath [autoexec]: at the end of the file.

Yes, I downloaded Beneath from GOG and played through a while back with full speech and sound. One of my favorites. This just happened to be a DOS CD I had laying around that I used to test DB.

Sorry about the typos. I checked the target again, and it is indeed set for "-conf" and not "-config".
And Sky.conf is a typo; the shortcut target is pointed to Cyberia.conf

I'm trying to run Cyberia, not Beneath a Steel Sky, just to clarify.

So I'm not sure why it is ignoring my conf switch.

I can see it running some commands just before it states the CD isn't detected, but the screen pops up so fast I have no chance to read it.
I'll have to film it so I can see what it says. I'll keep you posted.

The pause command stops the autoexec-commands until you "press a key to continue"

just use a standard dosbox.conf rename it to test.conf and add pause in the "autoexec" section.

then launch dosbox with the test.conf file... then you should see "press a key to continue" message...

if not, then dosbox is not using your test.conf file.

Maybe yout shortcut is also wrong.
you should try it at the command-prompt first.

I'm sure that is the problem. How can I fix it if DOSBOX is ignoring my test.conf file?

A small amount of progress: I created a custom batch file and managed to run the same commands I had in the autoexec section. But now I get the message that C:\ is already mounted. It goes on to mount D:\ then tells me no CD detected.

I think this goes to the issue of not being able to mount a disk twice, but is gonna be a pain since the only local drives are C and D.

To fix test.conf ignoring: make sure the command you use to point at test.conf is correct. Then make sure the path of test.conf is correct. You had typos before 😉
And if you kept the previos command it still mounts the folder with cyb.exe as c, so whatever you have in your batch file won't get mounted as c...
As for cd not detected, please padte your batch files contents here, as well as your autoexec commands and the real location of test.conf. Als your command you use to start dosbox. I have the feeling you mixmatched too many things now...

And do you have the CD in your drive? Can you upload a screenshot of explorer showing the drive letter and volume/CD name?