I've recently gone through an ordeal to get Dragon's Lair going so I may be able to assist.
To install Daphne, get UncleT's guide and download the files he says, even if you don't set up your directory structure the same way he does. One thing I found out is, when you have installed daphne, make sure you then update it to the latest version of daphneloader.
After that, for each game, set up daphneloader with the correct rom info, and launch / relaunch each game, several times or more, each time tweaking the settings for the gameplay, delays etc until you are satisfied with how each game plays. When you are happy, find the daphneloader feature that allows you to copy the command line settings etc that you used when you launched it. Copy this into a bat file like UncleT says. I found for Dragon's Lair, my final settings used many more flags than what UncleT's guide had, but how unique it is for my particular setup / preferences, I don't know... play around until YOU are satisfied, is my suggestion.
After you have each game tweaked / called from a batch file, then look on here for another thread which discusses how to add daphne games into your main games list in MaLa, should you want to do that. If you don't want, or don't use MaLa, then ignore this bit...
I should mention that I've also recently procurred the full daphne romset but so far haven't had time to do anything other that copy the discs onto my hard drive. But I can't imagine the process will change radically from game to game...
Good luck.