To get Windows to automatically launch an application when a disc is inserted into a CD or DVD drive you need to include an autorun.inf file on the root of the CD folder.
The autorun.inf file is a text file written in a Windows INI file format. The sections in the file tell Windows what to launch, e.g.
[autorun]
shellexecute=install-instructions.html
launches the default browser on your PC, e.g. Internet Explorer, and displays the install-instruction.html file in the root of the CD (or DVD). You can then include further instruction in the HTML file together with links to launch an installer for example.