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 1803, Build 17134
. . . the presumption of innocence, while essential in the legal realm, does not mean the elimination of common sense outside it. The willing suspension of disbelief has its limits, or should.
~ Ruth Marcus, November 10, 2017, in Washington Post article, Bannon is right: It’s no coincidence The Post broke the Moore story