I want to use Bochs as an 8086 emulator. Is there an easy way to do this? What I want is something like emu8086 (http://www.emu8086.com/).
That's not what you really want to do. (Well, maybe it is...)
Basically, Bochs is a x86 PC emulator. In order to execute machine code on that, you need to get the machine code on to a "disk" image. A disk image is a file that is structured like a disk (a floppy or hard drive).
The PC has a specific boot sequence that looks at sections of the disk, loads the machine code there, and executes it. This is how the OS's start up.
Getting "hello world" to run in assembly will be a bit involved, frankly, as you won't have anything but the BIOS, since you won't have an OS to run on top of.
So, if you want to pursue this you'll want to hunt down the books and sites on hobby operating systems and learn how the bootstrap process works, etc. Otherwise, work with something like a DOS system, and create COM files and go from there.