In-game menu is weird, so to skip movies Escape works fine. Then you can click the character in the top nav bar. Finally click the full-screen character to open the in-game menu to quit or adjust settings.
Here are changes I had to make to get decent audio and playback in DosBox-X using an ISO of the disc:
* set cycles=max
* configure game’s sound with “Sound Blaster Pro”
* always launch from mounted CDROM image’s EDEN.exe, not from the EDEN.bat it puts onto your HDD (usually C or D)