DOS Games made for DOS require an emulator to run on Windows. Use DOSBox or a frontend like D-Fend Reloaded and read this guide to play DOS games on your Windows PC.
The package for Arthur contained a copy of a Book of Hours, which explains the Canonical hours such as Matins, Lauds and Vespers. The book also contains a poem, lines of which are used as passwords in the game as a form of copy protection.
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Search on eBayThese are some of the abandoned games similar to Arthur: The Quest for Excalibur in some way.
Softporn Adventure
Adventure in Serenia
Questprobe Featuring Spider-Man
The Hobbit