What you need to do is load the command prompt
Start->All Programs->Accessories->Command Prompt
I'd suggest putting your unzipped files into a directory close to the root, such as c:\games to make life easier
then, type into the command prompt
cd\games
This will take you to the correct directory.
If you then type
dir/p
it will give you a page by page list of all the files in that directory. Anything that is EXE, COM or BAT will be runnable.
Simply type in the file name to get it going.
I think i've remembered that right - it's been a long time since I've used DOS