hi swamper and welcome
there are one or two things to think about here
1.if your iso file is over 700meg you will need to burn it to a dvd/r
2.if it is under 700meg then you will be able to burn it to a cdr
ok now if you have nero installed on your pc all you will need to do is right click the iso file open it with nero and then burn right to a cdr or dvd.
if you do not have nero installed the magic iso which you will find here
http://www.magiciso.com/will also allow you to right click your iso file and open with magic iso and burn it to a cdr or dvd that way.
once burned just put your disc back into your pc and your game will be there.
if you need any more help just please ask..