You can right-click the file and choose "Write to disc", which will burn your iso file to a blank CD.
You can also use the iso file without making a CD out of it by mounting it over a loopback device:
mount file.iso /mnt -t iso9660 -o loop
After mounting it with the above command you can browse the contents of the iso file under /mnt. Don't forget to unmount it also by "umount /mnt".