Your computer is trying to boot (startup) by reading a CD rather than the hard drive.
Some systems have a feature to look everywhere for another boot device on failure of the first choice devices, but others will only look to the one device or group of devices chosen.
Your BIOS is the Basic Input Output System that starts your computer when it is turned on.
The BIOS has options you can set, such as which device is given first priority to boot the computer.
Look carefully at your screen when the computer is first turned on and maybe there will be a brief message informing you of what key to press to enter the BIOS setup. Different computers use different keys. The most popular is probably the Delete key, but also keys such as the F2 or F11 keys are used by the various manufacturers. Most companies have reserved the F12 key as the boot choices key. Try pressing that key repeatedly when you turn on your computer. A list of devices might appear and there you will use your cursor keys to select the hard drive (then press the Enter key).
If you can actually press the correct key to enter the BIOS setup screens, you can go to the boot device priority area and select the hard drive as the first boot device. It can be tricky to change the selected device. Some use the + and - keys to make changes, some use the cursor keys, but look at the screen and it will specify the correct way to change the selected item. You must save the changes to have an effect. Look for the proper way to exit, saving changes.