It's possible but more tedious process...
I configure a various HD image files (each one for a diferent configured machine) with couple of games and a mini floppy disk (160kb) for every game with "start.bat" on it.
Pros:
- Every machine is configured with diferent power o memory (xms, ems, 386, 486, etc.). Maxium compatibility
- It's more real PC than dosbox, you see bios, boot, everything works fine
- There are a lot of emulated graphics cards, sound cards, etc. Even W95 runs fine if you have a powerful PC.
- Setup process is simple if you have minium knowledge about DOS
Cons:
- You need to have a one file for every game (you lose 160kb for game).
- In every "start.bat" of disk image file you need to setup the path of the "exe" game
If you are more interested i can attach some of my configured scripts.