You need to tell WinAGI where the DosBox executable file is; you are pointing to the Sierra RUN.EXE file instead. (I am not sure what that file even does.)
In the Platform Executable box, you need to instead select your DosBox program. (Looks like in your case, it's in the same directory, named "DOSBOX.EXE" [you have file extensions hidden, so I am only guessing that's the filename.])
What that does is tell WinAGI to run that instance of DosBox when you click 'run' from within WinAGI.
The next thing you have to do is to tell DosBox what DOS program you want it to run in order for your game to work. This is the same program you would use from within DosBox at the C:> prompt; usually it's the main AGI file (AGI.EXE), but it might be a loader file. Looking at your directory listing, it appears to be AGI.EXE (but again, you have extensions hidden; if your main AGI file is named "AGI" with no extension, you should rename it to "AGI.EXE" first [and I'm assuming it's not an encrypted version; if it is, then you have even more things to do to get it to work!])
In the DOS Executable box, you will type "AGI.EXE".
What all this means is that WinAGI will use Windows to start DosBox (by running the program you identify in the "Platform Executable" box, and then DosBox will run the program "AGI.EXE" (or whatever the file is that you named in the "DOS Executable" box).
Try that, and then if you still get errors, let us know and we'll try to walk you through the problem.