An .iso file is an image and you normally burn it on a CD using a program like Nero; and since .iso seems new to you, use Nero Express and follow the instructions to burn an image. Once the CD is burned, you should easily be able to load the program from the CD.
There is another program where you wouldn't need to burn the .iso file (if you don't have a burner) and it is called IsoBuster www.isobuster.com
which will do like WinRar, or WinAce and you will be able to extract the image file (.iso) to a pre-named folder; not in your documents! From there you should find a setup.exe to install the program.