On a blank OEM hard drive (assuming you bought a brand new one...you don't provide many details), you'll have to go into the motherboard BIOS when you start the computer up and change the boot order. Make the CD drive the first bootable device in the list, then insert the installation disc and restart your PC. The windows installation will then start automatically.
Yes, you should be able to use your re-installation disc.
Edit: If it's only a re-installation disc that you bought (sounds sketchy), make sure you have a valid installation key to go with it.