Why won't my Quicken installation disk run when I load it in the CD drive of my Windows 8.1 computer? When the disc was put in the computer's tray, the tray closed and nothing happens.
Windows – Why won’t the CD run when I load it in the drive in the Windows 8.1
As of Windows 7 automatically playing the software content on a CD, DVD or BluRay is DISABLED by default in Windows.
It is just too much of an easy way for a virus to get automatically started.
You can right-click on the CD icon in Explorer and launch the application that would have auto-played (the setup in your case) from there if you want.
To make that the default behavior see the link posted by Rik in the comments.