Just for absolute clarity, you don't just copy/save the ISO to optical media (DVD) or a USB drive, but must use a utility to burn it such that the media is recognized as bootable.
I've seen people just do a drag and drop and while that gets the ISO copied, it doesn't make the media it's copied to bootable.
There are many utilities to do this for optical media, ImgBurn, Anyburn, CD Burner XP (which is supported for all Windows versions that came after), and InfraRecorder - to name just a few.
I'm sure there are many for making a bootable USB drive, too, but I always use Rufus.
Brian AKA Bri the Tech Guy (website in my user profile) - Windows 10 Home, 64-Bit, Version 1809, Build 17763
Presenting the willfully ignorant with facts is the very definition of casting pearls before swine.
~ Brian Vogel