WhoKnowscs: If you're trying to run the "setup_battle_chess.exe" file then you need to download wineskin winery from:
http://wineskin.doh123.com/tiki-index.php?page=Downloads and install it.
Once installed:
1. open wineskin winery wherever you installed it
2. click update under wrapper version for version 2.5.3 as of this post
3. click the "+" under installed engines and select one(for installing it really doesn't matter what version you pick"
4. select "create new blank wrapper" then click ok(its name doesn't matter for this)and click cancel on the gecko warning
5. once the wrapper is created you can click "view wrapper in finder" or go to "users\(current user)\applications\wineskin"
6 right click "show package contents" and open wineskin in the root of the package that opens up
7. click install windows software then navigate to where the "setup_battle_chess.exe" is on your mac hard drive and open it.
8. run the installer that opens as you would on windows. (it doesn't matter what exe you pick for wineskin to run)
9. Once installed click "drive_c" in the root of the wrapper package and click program files and copy out the "gog.com" folder.
10. Battle Chess is in this folder set it up and run it in dosbox.
Thanks so much for this explanation! Couldn't find this explained anywhere on the internet.