Mechwarrior 2: 31st Century Combat and Mechwarrior 2: Ghost Bear's Legacy
are fully installed packages. Simply launch the game executables as normal 
(MECH2.exe for the base game, GBL.EXE for the expansion), and mount the
CUE files in each respective game (MECH2_16B.CUE for MECH2, GBL.CUE for GBL)
as an ISO disc image. This can be done using the IMGMOUNT command in DOSBOX.

IMGMOUNT D [Path to .CUE file] -t iso

Do NOT burn these CUE files to disc and run them using the CDROM drive;
there is a bug only present when running in DOSBox that prevents the
game executables from detecting the disc, even after a successfull
installation.

You can find more information on these amazing games at the Mechwarrior 2
community forums at http://www.mech2.org/. Just know that they will NOT
provide technical support for anything other than legally obtained, physical
copies, but feel free to search existing threads to find answers to the more
common questions, including mapping the controls, and how to play online.

Thanks for downloading, and enjoy!