A live Boot CD does not boot Windows. It boots an operating system which resides on the CD/DVD. Once booted this can contain diagnostic tools such as memory checking and HDD checking. You need to use a special function key Fn to intercept the boot and give you a list of boot devices. Alternatively you need to to set the boot order in the BIOS. Refer to any documentation you have or can download. You want to be able to boot from the DVD drive
containing one of these bootable CD/DVDs that you can download.
Here are a couple of "all in one" utility DVDs
Ultimate Boot CD
Hirens Boot CD
For your specific tests:
for your memory diagnostics and a HDD diagnostic utility for your HDD (see earlier link).
Let memtest run through at least one pass (~an hour?). Exit (esc) to manually stop.