An ISO is an Exact Image of a CD, that can be burned again into a disc to get a cloned copy of the original disk
usually ISO images can be anything between 1 to 700MB
so don't consider downloading the ISO if you have a slow connection, unless you are planning to stay online for 2 weeks downloading, especially if you are on a dial-up connection!

In order to burn an ISO Image onto a CD, you need a CD Writer, and CD Writing Software.
I assume that you should be familiar with that already.