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.
The press release for Space Rogue stated that it is "the first of its kind in science-fiction/3D space flight simulation. An ORIGIN Cinematic Experience" implying that Space Rogue was originally meant to be a series of its own ('Ultima in Space'), before later on Origin turned to the Wing Commander series instead.
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