You mean that even if you start it in windowed mode it will not start? Hm, time for the long debugging process then. I know QFG4 works, since I finished it yesterday, so let's try this one next.
Go to the Quest for Glory 4 directory (probably C:\Program Files (x86)\GOG.com\Quest for Glory Series\Quest for Glory 4) and edit (as administrator) the dosboxQG4.conf file. At the very end it should have the following
cls
exit
cls is Clear Last Screen, and exit tells dosbox to exit itself. Remove those two lines, so any error after Sierra.exe will be visible. You will also need to modify the game's shortcut to remove the "exit" part from the target line.
As is, the "Quest for Glory 4" shortcut should have a target line that reads something similar to this
"C:\Program Files (x86)\GOG.com\Quest for Glory Pack\DOSBOX\DOSBox.exe" -conf dosboxQG4.conf -noconsole -c "exit"
Modify it so it reads
"C:\Program Files (x86)\GOG.com\Quest for Glory Pack\DOSBOX\DOSBox.exe" -conf dosboxQG4.conf -noconsole -c
These 2 changes should prevent dosbox from closing once the program it tries to run finishes (or fails), so you can see what the error message is.
And by the way, you are using the shortcuts to run the games, right?