How do you run an ISO image for a video game after its burned to a DVD?

[G R]

I'm going to burn the iso to a DVD. but after its done. do i insert the dvd, extract the files and install. is that it and then i never need the dvd again. WHy do i hear if you dont burn to a dvd you have to mount the iso. can't you extract it and install like you do when its on a DVD