As you're using the guide on my site, I thought I'd better look into this!
Unfortunately it looks like there's a small error in the batch file contained in FE2.zip. It refers to DosBox v0.72 whereas you will probably have installed v0.74. Easy to rectify: either right click on Run_fe2.bat, select edit and change 0.72 to 0.74 or re-download the zip file which I've now corrected. Apologies for that
Just for clarity; if you've created a folder on your C drive called Frontier and you've followed my instructions, the contents of that folder should be Run_fe2.bat, fe2.conf and another folder called Frontier which contains the actual game. Bit confusing that! But if that's how you've got things set up, double clicking Run_fe2 should get the game started!