If you buy it off GOG it's already embedded in DosBox so you don't need to launch it manually, but I don't know if a windows conversion exist. I wouldn't think so, but never say never, since there is one for Daggerfall. DosBox is easy enough though.
I got it from gog.com. Real cheap and you get both 1 & 2.
https://www.gog.com/game/ultima_underworld_1_2