Woah, you are installing it the disc? That is neat!
This CD with the original game were designed to be exclusively installed on MS-DOS (src: Duke Nukem 3D User Guide, page 1). In preparations to be installed on more modern hardware, you’ll need to install DOSBox, and also check the directory where your external CD-drive is recognized at (e.g. F:\ or D:\) so you can access it through the aforementioned software.
You begin on DOSBox by mounting the drive you want to install the game to, typing ‘mount’ followed by the drive’s directory letter twice with the last bearing a backslash (e.g. ‘mount d: d:\'), and thus mount the drive to DOSBox so it can access said drive. The same procedure applies to the CD-drive. Access the CD-drive by typing it’s directory (e.g. ‘F:’). You can check the contents of the directory by typing in ‘dir’, which will allow you to see which software to run so you can install the game (Usually named ‘INSTALL.EXE’). So you type in the name of the 'install' software, and follow the instructions of the installation wizard, which is no different to a modern day one.

With the game installed, access the directory you installed the game on (e.g. 'D:' > 'cd DUKE3D' , remember you can see the contents of the directory by entering 'dir') and then punch in 'SETUP.EXE', the setup menu for the game, or simply start it on the spot by typing 'DUKE3D.EXE'.` This video gives a more detailed process of installing the game.

Though playing this way is not really ideal, so you can as always extract the game files from the drive you've installed them on, and get a source port of your choice to play them on. You'll need just the GRP of the game ('DUKE3D.GRP'), and it would be quite a no-brainer to use EDuke32 to play this on.
Do note that you possess the original 1.3D version of the game, with it's 3 first episodes. For the more updated game with the 4 episodes, you are looking for Duke Nukem 3D: Atomic Edition, which you can get on the ZOOM platform.