Just tried it and got a problem, it asks this :
Using Setup file: 'DUKE3D.CFG'
STUB: CONTROL_ClearAssignments (CONTROL_ClearAssignments, Game/control.c:180)
Missing external con file(s).
COPY INTERNAL DEFAULTS TO DIRECTORY(Y/n)?
It locks duke, so I can't anser question.
What I did. I extracted lha archive to duke's game dir. It works (still do) with duke 0.3 version. Choosed "over write all", when asked. Started stteings seditor choosed correct audio / video modes,etc.
Tested with two 68k amigas wich are in my signature, bot have same problem.