Ron, I know this is a help site, but it's such a badly worded question that it is very hard to offer advice.
vics..
if I'm making some correct assumptions here that you want to install (not download) something then put CD in drive and then goto my computer, double click on the icon that represents the CD drive you have put the disk into and then look for a file called setup and double click on it.
though the aboce is only true for most disks but if it's a commercial disk then it will have full instructions with it, if it's from a "mate" then ask them.