The Windows Disc Image Burner tool pops up and should point to your CD/DVD drive. Click the Burn button to proceed. Once the ISO is burned to the disc, your drive may open so you can remove the disc.
You have it way easier these days, but back in the day, when you wanted to play a game on your PC, you had to take a similar approach to consoles. Go to a physical store, get a disc, then pop it into ...