This topic has come up several times in the mailing lists over the past months; here is one such example. It’s a good article, and the summary of the mailing list link is that FreeDOS won’t run on newer hardware.
Gnome Boxes offers a painless way to run FreeDOS, for anyone looking for an easy way to get up and running!
I use DosBox in KDE. I have a subdirectory that I mount as my C: drive and I <terminology> into the FreeDOS installed there. When I am done I simply issue an EXIT command to close the window.
I do find that leaving it windowed instead of going fullscreen works better for me. Sometimes fullscreen changes my Linux resolution to something stupid for Linux like 640x480.