Programs designed and and compiled for a specific operating system could be run on another operating system either via virtualisation or emulation. DOSBox is an emulation program in Linux to run DOS programs.
DOSBox is available in most Linux distribution package repository and could easily be installed and run from the command line.
$ cd ~/Downloads/ ~/Downloads$ unzip Golden\ Axe.zip Archive: Golden Axe.zip inflating: _DOSGAME.TXT inflating: A inflating: AMAZON.SPR ##### snipped
$ sudo apt update && sudo apt install --assume-yes dosbox # Ubuntu and Debian
$ dosbox GOLD.EXE DOSBox version 0.74-2 Copyright 2002-2018 DOSBox Team, published under GNU GPL. --- CONFIG: Generating default configuration. Writing it to /home/user/.dosbox/dosbox-0.74-2.conf ##### snipped
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