get an iso mounting program like nero burning rom or alcohol 120%
you just upload the .iso file into the program, and click mount on disc or dvd or whatever,
you insert your disk (most times it needs to be a DVD-RW), and the image is burned to it. this essentially creates a copy of the original disc.
then open and close the disc drive once it is done burning, and it will automatically start running the program installed on the disc, like you would expect from a game or program disc.
the beauty of alcohol 120% is that it allows you to mount the image to a virtual drive, bypassing the need to burn a disc.