You need to install/hot-swap* DOS 6.22, then use hdinst.exe inside Night Slave disk 1. If somebody wants to do a full tutorial about how to install stuff on pc98xx be my guest.
* Hot-swapping: run MS-DOS disk 1, wait until it prompts you to install DOS on a disk, press ESC in FULL keyboard mode then ENTER at はい for はい / いいえ (Yes/No).
(now at pc98xx prompt): change disk A into <select_your_game_running_only_on_dos> disk A, "dir *.exe" or "dir *.bat" for a list of executable commands. For Night Slave, hdinst.exe is the installer, nsg.exe is likely raw executable but it fails if not from HDD apparently.