The iso images have to be burned to CD or mounted using a software like Daemon Tools. A patch to make the version compatible with Windows XP has to be downloaded as well from the official Westwood ftp site. The game is well worth the download in my opinion even if it lacks modern graphics and user interface.

Below are the instructions found in the read me that explains how to configure the game to play it in Windows XP:

• Right-click the install.exe of the Command and Conquer Gold installation and select Properties and the Compatibility tab. Select Windows 95 from the list and click ok
• Don’t install Direct X when prompted to do so. Installation will commence as usual.
• Download the patch from the Westwood ftp and apply it. Link is below.
• Change the compatibility of C&C95.exe which is created during installation to Windows 95 as well.

I would suggest to use a download manager to download both iso images because it really takes a long time to do so. I do get about 10K per second at the moment.

Read More:

Command and Conquer GDI and NOD Iso Download
Command and Conquer Gold Patch
Command and Conquer Gold Installation instructions