Okay. Well, the QFG anthology, like some other Sierra collections, apparently has a buggy installer. To run the games, regardless of whether you’e running them natively/using DOSBOX/etc., you need to copy the game files to your appropriate folder. I think the QFG anthology has different games in diff. folders, right? if not, should be easy to find. Anyway.
Simply make them not read-only, after you’ve copied them, and proceed to run the install.exe file from there. From there you can now run DOSBOX, for example (though it’s only useful for QFG4).