If you dont want to burn the iso, as root do:
(You must be root to install/upgrade packages)
mount -t iso9660 -o ro,loop=/dev/loop0 file.iso /mnt/cdrom
if you want the full install...
If you download the latest iso, the name of the file
Or like I said above, burn the iso, you can use
xcdroast or k3b, k3b is more user friendly.