you might have to either enter the bios by pressing probably either f2 or del to change the boot order so the CD is the first boot device. Or you may have a message comes up saying something like press f12 for boot menu..
Also if it's not a big name PC like dell or HP it's a good idea to go through the device manager if you can and make a note of what sort of graphics card, network card and sound card you have as windows might not include the drivers for these so you'll have to download them.