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.

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