For those having trouble getting this working. The following worked for me:
Select all files in TFX folder.
Right click and choose properties. Make sure Read Only is unticked. Press OK
Run DosBox
In TFX folder, run "config". Press Save
run "tfx"
Have fun
k:
Stunning graphics for 1993. Not high-resolution, but the artwork and quality are second to none. Very immersive.