You must burn the iso to a usb drive or a cd or dvd.
https://www.ubuntu.com/download/desktop/burn-a-dvd-on-windows this is one way
you can do it. though it is on a ubuntu site... heh.
don't fret though, I been down this path before, it gets easier as time
passes.
That's been my experience for sure.
rufus is another program for doing so.
and finally there is this
http://www.linuxliveusb.com/en/download
if you figure out how to burn the iso to a usb or cd we can help you with the
next step. though I am sure if I was able to figure it out, I am sure you can
too.