Are you talking about the original Starcraft? Or Starcraft II? Starcraft II should be compatible and start up right away.
If you're trying to install Starcraft, make sure the CD-ROM is clean and without scratches. That game is over a decade old, it might have been sitting in an attic for awhile.
If that's not the problem, right click on your CD drive and click "Open" or "Explore" and then search for the installer file. It will probably be called "install.exe" or "setup.exe" or something along those lines. Click it.