Before we get to the "step by step" part, check that you have (in your computer's BIOS) made sure that the machine is set up to boot from the CD or DVD drive into which you have been putting the Ubuntu disc.
Now, as for "all the files", there should be only ONE file involved: the .ISO file you downloaded and used to burn the Ubuntu CD. Hopefully using your CD burning tool, you selected the option most closely resembling "Burn bootable ISO image to disc". What you did NOT want to do, is burn the ISO file itself, as is, to a disc (in the backup or storage sense).
Having verified the two above things, you should be able to insert the CD and reboot the machine, and it should start up the Ubuntu loader. From that point, easy to follow instructions are presented on the screen; you can, among other things, install the operating system directly from there, or you can boot it up in 'Live CD' mode and play around with it, and then install it from its desktop after it's booted.
If your computer does not still boot from the CD, check your computer or motherboard manual for instructions or function key that can be pressed to provide a "boot device" menu at power-up, from which you can select the CD drive.
Best regards,
Sasha
PS - Please do yourself a favor, and remove the email addresses from your post(s) -- not only will that invite SPAM in your email box, but also, as this is a forum environment, people are not encouraged to request personal help via email or IM; the questions & answers are to be placed in the forum, so that others can benefit from them too
