Yes, you should be able to burn the ISO on a Windows PC and use it on a Mac... The CD filesystem is a standard, and readable by either.
You will need whatever CD burning program is installed on the Windows box. Be sure to choose the option to burn from an ISO file. This will burn the image to the CD exactly as it was originally created.
You might also want to use md5summer to check the downloaded ISO file before you burn it. << www.md5summer.com
>> Run the program and check the sum for the ISO against what is posted on the download website. If the character string matches, then you know you have an exact copy. If the character string is different, there was an error in downloading, and the ISO won't produce a good CD.