Are you talking about starting up the entire system from the CD, or are you just trying to install it to the disk?
An ISO is a disk image that needs to be burned to a disk in order to work properly. Since you are on Windows, a program such as Windows Media Player, Infrarecorder, or Nero may be used.
After that you will need to make sure your computer can boot from the CD. This option will be in your computers BIOS. To access the BIOS, you press F1 or ESC, depending on your BIOS. From there, you can edit your boot order to boot the "livecd".
If you want the whole system to start, then you need what's called a "live cd." Your particular ISO may or may not have this ability, so try some searching online. I know Ubuntu has one because I have used it before

I also think Fedora has one as well. It will most likely be listed as an option once you start up the CD, so just click that.
Welcome to LQ, and hope I helped. Enjoy Linux.