You put the disc into the optical drive then open your windows explorer, go to drive (optical drive were you put your game disc) look for an .exe file and double click on it. You may need the other disc to complete the installation.
I thought about using bold, but didn't want to make it to easy....
And seeing as I started off with "your", I wanted to spell out something else. But seeing as this was an installation issue I thought I'd stick with what I did.