China DOS Union

Pretty much the same as installing it on a real machine...
First, let's assume you know how to use vwmare or vpc.
You can make a boot CD, or go download one. There are lots of these now. For example, Wuyou Boot, Phoenix Super CD, Ultra Super CD, and many others made by netizens themselves...
Boot your virtual machine with this CD, use the software on it to partition and format your virtual hard disk. Use the sys command to transfer system files to the C: drive in your virtual machine. That way, a simple (minimal-mode) DOS is installed.
If you want to install msdos6.22, please refer to articles online about installing msdos6.22 on a real machine.
Actually, DOS basically doesn't need to be installed. You can just copy the DOS programs you want to use and the necessary DOS files onto your hard disk. (If it's in a virtual machine, then copy them into the virtual hard disk, hehe...)

I once used spfdisk's boot manager to install three DOS systems on one virtual hard disk: msdos, romdos, and freedos.