Sounds like your Autoplay function is disabled. Most likely by some CD burning software you have installed.
Assuming that there isn't something wrong with the disc, all you need to do is go to My Computer. Right-click whichever drive letter represents your CD/DVD-ROM drive and select "Open".
You should get a listing of the disc's contents. If this is the manufacturer's installation disc, then you should see "setup" or "setup.exe" there. Just double-click that file to begin the setup program.
Otherwise you can download drivers for the camera from the manufacturer's website.
Click
HERE for the camera's manual in PDF format.
Click
HERE for the camera's Quick Start guide in PDF.
Click
HERE for the camera's driver software.
Click
HERE for the Frequently Asked Questions for your model.
It doesn't get much easier than that, eh? :)
Ask more questions if you need more help.
Good luck.
Cyryl