To clarify some points:
1) Matlab usually ships with two different flavours: Windows installation and Unix/Linux/Mac installation CDs. But you can not use the same CDs you used for Windows, because the installation executables are really different.
2) When you insert the CDs usually they are automatically mounted, but often the executable permission is not set. First you have to umount the CD and re-mount, e.g.
mount /dev/cdrom /mnt
3) You cannot execute the install program directly from CD: first you have to create the installation directory, copy the license file into it and then launch the install from the command line, e.g.
cp -p /some/dir/license.dat .
The code above suppose you have re-mounted the CD in /mnt, as explained in point 2).
4) If you have an available internet connection during the installation, I suggest to follow the very detailed instructions on the online manual here
5) Good luck!