You get a usb stick or a 8 GB DVD disc and you burn the ISO to disc, or use some tool to write the ISO to usb stick and make it bootable.
Microsoft even has a free tool for that.. just click on Download Windows on microsoft website, or google 'download windows"
You CAN NOT just "burn" the iso file to a hard drive and get windows working. Think of the iso image as just a tiny application that "unzips" big files onto the hard drive and then does more things. So you have to go through installation process to install Windows.