you woudl need to burn the ISO files to the CD or DVD. For this you could use software like ImgBurn or Nero.
ImgBurn is free and is under GPL just like CentOS and it is available for Windows and Linux both. Just select the Image instead of file and burn it to the CD or DVD. This CD or DVD would be a bootable disk then.
Once the ISO image is burned to the CD or DVD boot your computer using it and install the CentOS.
Please let us know if you have more queries related to it.
Sudeep