Sorry,
but could you be more specific?
What is your problem?
I suppose you know how to copy anything from CD/DVD to disk, do you?
The answer will depend on your operating system; would you mind telling us?
Or are you looking for the 'correct' place on disk? As far as I know any place will do.
Or what else?
And first of all, look for installations guides (usually pdf format) on your CD/DVD and read them thoroughly.