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.
Return to Zork included feelies:
Two versions of the MS-DOS CD-ROM release were developed; one features full-motion video during gameplay, requiring a RealMagic hardware MPEG decoder; the other, more common version is only capable of playing video during non-interactive cutscenes, and substitutes sequences of static images taken from the video footage during interactive gameplay, however it also features a full orchestral Redbook audio soundtrack at these times, which the RealMagic version cannot use because it constantly streams video from the CD-ROM. Both versions use MIDI music whenever CD audio is unavailable.
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These are some of the abandoned games similar to Return to Zork in some way.
The Gene Machine
The Curse of Monkey Island
Pepper's Adventures in Time
Simon the Sorcerer