Searching around Google and the DOSBox Wiki there doesn't seem to be a way to use the numeric keypad as a numeric keypad, instead it seems to behave like the arrow keys. Looking at the dosbox.config there isn't anything apparent. The keyboard setting looked promising but apparently that is for changing the language of the keyboard (as per their wiki).
Press TWICE "num-lock" that will make your numeric keypad work.
When your numlock is standard "on" it's not recognized in dosbox. When you hit one time the numlock it is off, so that's what dosbox is notice first. You need to hit numlock one more time, and then it's on. If you want to swap between num-lock and the arrows after this, you just need to hit numlock one time.
So in most cases hitting numlock 2x will work