The DOS version of the COB2FS program is a command-line program that you have to run from a DOS window, assuming you remember how to use DOS that is.

First, place the COB2FS program in the directory with your *.COB file(s). Then you open a DOS window and navigate to the folder with your *.COB files and the COB2FS program in it (screeming "I hate text interface!" the whole way). Once there, you simply type the following at the command prompt:
COB2FS yourfile.cob [enter]
...and that's all there is to it. do not forget the *.cob extension or it will whine and kick a "file not found" error at you. When it is done (assuming it encountered no errors in the mesh) it will generate a file called "test.cob".