I think what you're asking is how to install and then execute it?
The process is not much different than installing any other program -- after you load the program in the CD drive, you should get a pop-up window..where it provides your some choices of action.
You'll see menu that asks if you want install the program (.exe.) file. At that point, follow the program dialogue and it will ask you were you want to install the program. take the defaults and then run the AVG program. Most questions can be answered by reading the help files or "Read me" file that are installed.