Put it into the CD drive, it will probably ask if you want to view the files. If not, go to "My Computer" and click on your CD drive. If you want to put the pictures onto your computer there are various ways, but simply dragging the pictures you want to wherever you want to store them on your computer is probably the easiest to explain.
If it's a Kodak Picture CD or other major produced it has an autorun, so double clicking on the CD drive icon doesn't always let you view the files. Right clicking on the CD drive icon and selecting Explore should open a folder with the pictures in, then just move them around as if they were already on a hard drive.