This is a blind-test answer and may not be factual in the least:
Right-Click the Start button, select Explore, Expand "My Computer", click on your CD drive, look in the right-pane of Explorer and see the program named "Setup" or "Install" and double-click it.
If neither of the above are there, look for "autorun.inf" and double-click it. There you will see an entry named "open=xxxx" where xxxx is the path and name of the initial setup program. Go there and double-click the file Autorun should have started.
Someone else may own that game and can tell you with absolute accuracy what to do, but I'm offering a quick sugestion since nobody else is here right now. (hopefully they're out getting donuts).