I recommend trying Ubuntu in a virtual machine, which is what I did.

If you are using a real computer, you may need to configure the BIOS or press a key on system startup. If you need to change the BIOS settings, set any Optical Drives or USB CD-ROM drives as the first boot priority.

If you want to use a virtual machine, set CD/DVD as the first boot priority and mount the iso file to the machine. There is plenty of virtualization software out there, like VirtualBox.

If you have successfully booted into the installation media, you will see this picture.

Click on the big "Install Ubuntu" button.