DOS Games made for DOS require an emulator to run on Windows. Use DOSBox or a frontend like D-Fend Reloaded and read this guide to play DOS games on your Windows PC.
Commander Keen in Invasion of the Vorticons is divided into three episodes: "Marooned on Mars", "The Earth Explodes", and "Keen Must Die!", and the game was published through a shareware model whereby "Marooned on Mars" was released for free, and the other two episodes were available for purchase.
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