Depends on what operating system you are using and what your computer's bios supports. If you installing Win98 or above you can boot directly from the CD and install from there. It will load all the necsesary devices drivers as the operating system installs.
If your bios does not support boot off a cdrom, then you can make a boot disk from :http://www.bootdisks.com
and use that to boot off of. Then you can access the cdrom and run the setup from that.