Wow, I didn't expect an answer, thanks.  
I'm a little bit lost so I'm going to try to explain what I've got here. All I got is a folder in which I have the game files including the .exe for which I launch the game.  
I downloaded the game in .rar, hit the setup exe and all it did, was just extracted all the game files to a folder of my choice. I've put the folder in C: and named it chewyf5. (just to be simple). 
It looks like this : 
 
When I try to run the game from the dosbox I get that error I was talking about : "Unable to set CD-ROM path". 
I have tried everything you said in the first post. 
Now I've made an image of that folder and mounted it with alcohol and tried with this options : 
[autoexec] 
loadfix -64 
mount f f:\ -t cdrom (F is the mounted image drive) 
mount c c:\chewyf5 -freesize 999 
C: 
but it doesn't work. 
I know I'm doing something wrong I'm just so new at this.