The multiplayer aspect of this game was for local LAN setups only as far as I can tell (looking at all the files now). Using an old network tech called IPX.

For Dungeon Keeper Gold, DOSBOX emulates this over UDP/IP. Which is still, in general, local network only. There is no master server type of thing for DK Gold.
You would need some VPN type service where you and the other player can VPN into and be on the same "virtual" network.
Or use something like Hamachi
http://www.hamachinetwork.info/hamachigameslist.aspx
I do note, Dungeon Keeper Gold is NOT listed in the website of games that work. So, don't know if DK1 will work with it.

Dungeon Keeper 2 IS on the list though, and should work using Hamachi.

I'm assuming 'the game' is DK2. If so, there's this entire video tutorial for it:
https://www.youtube.com/watch?v=rc57QT3X_1c&t=33s

It also links to the keeperklan discord, where you can find people to play with.