Weird thing is I can find that model (called XG 864 Lumen), on question threads on Gigabyte's support forum, but I can't find it anywhere on Gigabyte's site, no matter whether I look under Keyboards, or search for the model name.
At any rate, usually when you put a disc in and see no UI, either autorun is disabled in Windows, or it doesn't use autorun, or is just very slow to open. In that case try going to This PC, and the drive letter you have assigned to your optical drive and right click it then click open.
There you may see an exe to run setup.