You can tell if it is a bunch of files - yellow folders - you may then want to make a bootable .iso.
If it looks like this, then it is already an .iso:
Just burn it as an image file to dvd - do not format the dvd. If you are on 7 now, there is a built in isoburner - otherwise, use this: Burn CDCC.zip
Then boot from the dvd to install.
If you are downloading the official M$ release - it is already a bootable .iso - burn to dvd as above.
Previous builds often came split into a lot of .rar files. Extracting those - using Winrar or 7 zip would result either in an .iso ready to go, or just the installation files from which you could make your own iso.