You have to reboot your PC with the CD in the drive, and if your PC is set to look to your CD-ROM drive for a boot device, then you'll be all set. If not, you'll have to change the boot order in the BIOS. You can get into it by restarting the computer and seeing if you PC says anything like "Press F2/Del/etc. to get into setup." Press whatever key it says and poke around until you find something labelled Boot Order or Boot Devices, and make sure that the CD-ROM is above the hard drive in boot order. After saving your changes, it'll reboot and everything should be okay.

If your computer reboots and doesn't say anything about enetering setup, a lot of common keys to enter the BIOS are F2, F12, and Delete.