PC Boot Disk
Very early after the introduction of the PC, some software publishers released software that loaded if you inserted the disk in the computer's disk drive, and turned the computer on. (This was similar to how Atari 8-bit and Apple II games were loaded). These game had code in the boot sectors of the disk that told the computer how to load the game from the disk. These games did not use DOS, and can not be read from DOS or any Command Prompt.
Most of these games were released between the early 1980's through about 1985. In time commercial publishers abandoned the boot disk format and used DOS formatted disks when selling their software.
For a good list of PC Boot Disk games, click here for a link to Mobygames.
Some of the more commonly available boot disk games include titles from AtariSoft, Microprose, and Electronic Arts.
To run a PC Boot Disk game, you must have the proper size drive (3 1/2" or 5 1/4") set as the A:> drive; the computer must be set to boot from the floppy disk first; and you must start the computer with the disk in the drive. The computer should also be running somewhere in the neighborhood of 5 MHz since most of these games were not programmed to handle different speed PCs, and will run way too fast even on an ancient 33 MHz 486 (1990).