Sorry to be that guy, but what a terribly ill-posed question. You really have to not "get" NNs to ask something like this. Here are the problems with it:
1. DF does not have any "score". To train an NN, you need to show it inputs and matched correct outputs, then it (supposedly) generalizes the output. What's your training set?
2. NNs, by their nature, function by trying many solutions over and over. How long does a non-trivial game of DF take? Yeah, that, times hundreds, maybe thousands (because the problem is so bad, maybe millions!).
3. Good luck when the NN inevitable gets stuck in the thousands of local minima that must certainly exist.
4. It will get too confused by different maps, so your only hope is to have it learn for only one particular map. Then, after years of work and years of crunching, it will build you a so-so, ugly looking (and probably full of the lamest, cheapest exploits as said previously) fort. But don't celebrate yet! The moment you run on even a slightly different map, you realize it overfitted to a ridiculous extent and it is worthless for all but that exact map.
5. How do you supply inputs? It will have to be a sequence of moves. How many "moves" are possible in DF? Yup, you're screwed. The memory cost of storing an input alone will be ridiculous, and the number of nodes needed to process it will be absurd. I mean, let's be clear - you're not reading ZIP codes here. 5 neurons in 2 layers just isn't gonna cut it.
6. And last, as I said, you'll need a training set, which means many different plays on the same exact map. Where will you get it? Right, tedious, tedious playing of the same map over and over and over... Add a year or two to dev time, and the expenses (in therapist bills).
Why would you even want to make an NN? They are glorified equation fitters for automating tasks and forecasting data. What's to automate about DF? What's to forecast? It's fairly clear how to play DF well after a point, people play it to pit their luck against their understanding of these winning strategies. Not to find new ones. As for automation, well, if playing DF is such a chore, you could, you know, not play it.