"Install Guest Additions" - nothing happens

I want to (re)install the Guest Additions in order to run Age of Empires 2 on virtutalbox as described here. When I press "Devices -> Install Guest Additions" nothing happens. How can I start this?

Host: Kubuntu 14.4
Guest: Windows 7 Ultimate
VirtualBox: 5.0.18 r111378

This is a general Answer/Solution for the primary question asked (for Ubuntu, Kubuntu, etc. with virtual Windows (7) running in VirtualBox):

-Remember to download Guest Additions.iso-file from package manager separately, since it does not automatically come with Virtualbox download!

1. Windows (7) has by default installation Autostart disabled/turned off and that is why Guest Additions will not start installation from VirtualBox Devices-tab.
2. Instead you need to install Guest Additions from/inside/within your virtual Windows operating system, and that's Easy Enough:
3. Download Virtualbox Guest Additions ISO with a package manager like Muon or Synaptic.
4. Click "Insert Guest Additions CD image" in VirtualBox Devices-tab in a running Virtual Windows that you have earlier created, shown in the screenshot.
5. Open File Manager in virtual Windows
6. Double-click Computer Icon
7. Double-click CD-drive (Drive D) and you'll see a list of VBoxWindowsAdditions.exe -files
8. Double-click the VBoxWindowsAdditions.exe file suitable for your operating system (x86 for 32 Bit operating system) and installation will start.

This is shown in a screenshot below: File Manager of Virtual Windows 7 running in VirtualBox [in Suomi-language (Finnish) - Native language of Mr., DSc Linus Torvalds - Founder of Linux Operating System] in Kubuntu 18.04.]

Below citation from Oracle VirtualBox User Manual, Chapter 4.2, Installing and Maintaining Guest Additions, page 66 (link):

Unless you have the Autostart feature disabled in your Windows guest, Windows will now autostart the VirtualBox Guest Additions installation program from the Additions ISO. If the Autostart feature has been turned off, choose VBoxWindowsAdditions.exe from the CD/DVD drive inside the guest to start the installer. The installer will add several device drivers to the Windows driver database and then invoke the hardware detection wizard. Depending on your configuration, it might display warnings that the drivers are not digitally signed. You must confirm these in order to continue the installation and properly install the Additions. After installation, reboot your guest operating system to activate the Additions.

Answer to two guestions asked (This was a too long answer to be added as comment). Mostly i am just repeating myself:

If you have a Linux computer and a Windows op. sys. opened in Virtualbox, you open Windows File Manager or Explorer (the yellow folder icon). Under Computer icon (Tietokone* in suomi-language at the screenshot) you should have a similar screen as in the screenshot, if you have downloaded Guest Additions from from a Package manager like Muon or Synaptic and from The Devices-tab (second from left at top panel of virtual windows) selected "Install Guest Additions ISO".

(* If you are interested in linguistics; word 'tieto' means knowledge in suomi-language and 'kone' means machine, so computer = tietokone = knowledgemachine)

If you do not see Virtualbox Guest Additions as Drive D (CD-Drive), it means you have not downloaded the guest additions - do it again.

If you have succeeded in downloading Guest Additions, you should have a similar view as in the screenshot when you click CD-Drive under Computer in Explorer in Virtual Windows.

You just double-click the x86- (highlighted with blue) or amd64- icon depending on if you are installing a 32 Bit virtual Windows or a 64 Bit virtual Windows. After that Virtualbox Guest Additions download program should start and guide you through the rest of the installation.