You don't need virtual machine for this. Just unzip, or unrar to a folder and click the bat file.
I made this myself, it's no virus. I made all these myself.
ctrl+f9 will get you back to desktop if you can't get out any other way.
This uses dosbox, but it's all set up to work automatically. You won't need to have any knowledge of dosbox to use this. And dosbox is of course an EXE file, so that is normal.