Ultimate Doom (Doom Classic) from Steam cannot start on windows 8

I just bought Doom Classic Complete on steam (I am running Windows 8):

http://store.steampowered.com/sub/18397/

Below are the files for Ultimate Doom after the steam download:

C:\Program Files (x86)\Steam\steamapps\common\Ultimate Doom\base\dosbox.exe C:\Program Files (x86)\Steam\steamapps\common\Ultimate Doom\base\SDL.dll C:\Program Files (x86)\Steam\steamapps\common\Ultimate Doom\base\SDL_net.dll C:\Program Files (x86)\Steam\steamapps\common\Ultimate Doom\base\DOOM.EXE

I am then trying to start Ultimate doom:

But get this:

I have then googled this issues and followed this guide:

but it does not help.

I also looked at (more or less the same as above):

https://steamcommunity.com/sharedfiles/filedetails/?id=152581141

He then describes the following:

This next step happens fast. Once the game is launched, multiple dosbox windows will appear on the screen very quickly, and one of them will takover fullscreen.

As SOON as you see the window take over fullscreen (there will be a large blue box at the top of the screen), press the start key on your keyboard. If you time this too late, you'll have to restart the process of running the game.

Now this part:

press the start key on your keyboard

Never heard of of a start key on a PC keyboard what is he talking about? Further I don't get the blue DOSBox screen just the error above.

I cannot start Doom II either, its actually get to the start/splash screen:

That I can fullscreen with Alt+Enter. But nothing happens.

I tried to do this (Only on Doom II):

https://steamcommunity.com/app/2300/discussions/0/828925849537012282/

But the games still does not work.

Anyone had success with this or did I just throw money out the window?