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The first thing I try is:

In a regular terminal, (NOT DOSBox), you can execute

mkdir ~/dos/c 

which will create the /dos/c directory in your home directory.

I can not do this very simple first step. I get error:

cannot create directory
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Now the wiki is fixed. – Braiam Oct 16 '13 at 20:28

You'll need to use this command:

mkdir -p ~/dos/c

The -p option will automatically make any parent folders if they don't exist.

The reason the command is failing for you is that you're trying to create "c" inside of the "dos" folder, but the dos folder doesn't exist. You could also work around this by running each command separately:

mkdir ~/dos
mkdir ~/dos/c
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