Actually, DOS games from GOG run under DOSBox, which *is* an emulator.

The name "DOSBox" may be bit confusing, but it does not mean the Command Prompt and neither has it anything to do with the MS-DOS Prompt of the older Windows versions. As another user already pointed out, DOSBox is a full-blown emulator. It emulates the hardware of the old PC systems allowing people to run old software made for those computers. It can emulate different types of CPU and graphic hardware, multiple types of sound card and more. It even supports emulating the PCjr and Tandy computers which had their own special hardware for graphics and sound.

DOSBox itself is open-source and freely available. It is relatively easy to use if you are familiar with MS-DOS and comes with sufficient documentation for beginners. However, the GOG.com releases of MS-DOS games come prepackaged with DOSBox which has already been set up to run the game.