If you're running Windows 7, right-click on the .iso file when there is a blank CD in your drive and choose the Burn Disc Image option. If you're running an earlier version of Windows, you need a special program to burn ISOs onto disc. MagicISO is a free one.
Once burned onto disc in the appropriate way, the software will be usable.
an ISO is an exact copy of a disc in a single file, with no compression or anything like that. if you're still missing the main executables for whatever it is you're doing, then the ISO was made wrong in the first place