you can have dosbox auto-run the code when it launches (look at the final 'optional' steps in the pinned stuff).
Then you just make a shortcut to dosbox to run the game, re-name it, give it the daggerfall icon and your all done with a good looking shortcut.
Else, Yes, you will need to type it in every time you want to play.
Heres how to do it, from the pinned threads, with the newest dosbox there is no longer a config file in the install folder. You can open it through the link in the start menu.
Now open the dosbox.conf file which is where you installed DOSBox and do the following changes:
Then go to the bottom where it says "# Lines in this section will be run at startup." and add the following lines:
[What you have to put in to start the game]
Save the config file as Daggerfall.conf and you're done with that.