I wouldn't like to guess at the first link, but I can say with certainty about the MobyGames one, due to the publisher being Dice Multimedia, that it would definitely be the MS-DOS version on that disc. Reason being, Dice released a budget version of Lemmings 3D with a Microsoft Windows logo on it, too, but the software on the disc is the same as it ever was, and not updated in any way.
EDIT (Oct-5th-2012): Further research has revealed that the first one was also published by Dice Multimedia. The system requirements from the back of the case for that one are as follows;
Windows or DOS 5.0 and up; MSCDEX 2.1 and up; 570K of free conventional memory required
So that one is just a straight repackaging of the MS-DOS version, too.
EDIT (Oct-10th-2012): I was actually able to find a copy of the first disc to buy, and since it was only a few pounds, I snapped it up. I can confirm that the only Windows-related thing on the disc is an odd little program launcher (which proudly proclaims "Made With Macromedia" when you quit it, which shows its age a bit) that just runs the MS-DOS executable (I imagine that it will fail in some fashion on versions of Microsoft Windows that don't use MS-DOS), and has the box-art emblazoned on it;
I took this screenshot via WINE (there are no Microsoft Windows boxes in my household
), so I didn't try to run the game from it, as it wouldn't have worked, but there it is. It's more than they did for their Lemmings 3D re-releases.