Most users gave up the command-line MS-DOS operating system (IBM called it PC-DOS) a decade or more ago, after Microsoft introduced increasingly sophisticated versions of Windows. But DOS is still around, and it still has its uses. If you have a 10-year-old computer collecting dust in the attic, you can return it to service as a limited Internet client, or for use with the old programs that were written for DOS. Those programs may not be as pretty as the latest Windows applications, and they don't have all the advanced features that add value to the newest software, but they can still do the jobs they were originally designed to do. For example, a text editor or DOS-based word processor can still be entirely adequate for simple correspondence, note taking, or for writing a personal journal or a manuscript that doesn't require complex formatting. And of course, some businesses have been using the same DOS programs on their original 8086 or 80286-based computer forever because those programs have always done everything they think they need.
It's entirely possible to set up a modern computer with a Pentium or comparable AMD processor to run some version of DOS. Considering that today's processors are many times faster than the ones designed with DOS in mind, a newer system can run many DOS programs at very high speed. But for most us there really isn't any good reason to install DOS on a new computer, except as an exercise in nostalgia.
You might find a few DOS programs on CDs or floppy disks that are designed to load and run without Windows. These include the formatting utilities supplies with many new hard disk drives, and emergency boot disks that can run when the hard drive is damaged on infected by a virus that interferes with normal startup. These disks automatically load DOS and then run one or more specific programs. It's generally not practical to use the versions of DOS on these disks for any other purpose.
A computer running Windows can use most DOS programs without the need to install a separate operating system. The Command Prompt utility (Start Programs Accessories Command Prompt) in Windows opens a command-line interface that accepts most important DOS commands and performs exactly like a DOS screen.