The easiest way will be to burn these images to a cd and boot up with the first CD. Make sure that you select to burn a disk from an image, and that you don't burn a disk that contains the .iso file.
There is another way, where you use a special boot mini-cd and select to install from a directory location. This will be the directory where you stored the .iso files, and works best if you have them on the root of that drive. This means also that this drive won't be one that you will format to install linux. A third option is to install from a usb hard drive.
The boot.iso image is on the first disk, but you may be able to find it on the same website or ftp site where you downloaded the disks. You would still have to burn this cd image, so the savings over burning the 3 installation CDs wouldn't amount to much.
I would recommend burning the CDs and installing it that way. It is much easier doing it that way.