I you mean save the file as you have downloaded it, before you have installed it, then it is easy.
Assuming you have a CD or DVD writer, and some software to write to a CD or DVD (like Nero or Roxio), then you write the file to CD or DVD as you would any other file.
Use an option like "create a data disc" (words will vary depending on the program) and select the file or files you want to put on the CD or DVD.
So if you already backup your photos to CD or DVD you use the same method.
you can, there shold be (somewhere on your PC) the programme that installed this, if you downloaded it, it will be wherever it was saved - then as veryhelpfulguy says just burn to CD as a data disc.Personally I have a folder for Downloads, all programmes saved in there, once installed they set up their own file folders, but also remain in the "Downloads" folder.