1) Copy all the files into one directory
2) in Setup.inf do like this

[Source Media Descriptions]
"1","CD-ROM","CHKDRV.FL$",""
"2","CD-ROM","ANVETGCI.EX$",""
"3","CD-ROM","ANVETGC2.EX$",""

As you can see, I replaced the word Disk by CD-ROM, and deleted the path ..\disk1 at the end of each sentence.

That's it.