Products that are offered as a download, are delivered as ISO file. ISO files are images of CDs or DVDs that can be burned with the most burning programs on a CD or DVD.
Virtual DVD drives represent another way but need to install an additional software.
With Windows 8 Microsoft supports to open ISO files directly in a virtual drive. To call the functions, use the Windows Explorer to the desired ISO file and open the context menu with the right mouse button on the file.
The function "Mount" creates a virtual drive and open the contents of the ISO.
The function "Burn disc image" opens the program "Windows disc image burner":
In Windows 7, you can burn ISO files directly with the program "Windows disc image burner" on DVD. To perform the function, use the Windows Explorer to the desired ISO file and open the context menu with the right mouse button on the file. Then select "Burn disc image" function.
In Windows XP and Vista must be resorted unfortunately on a software from a third party.
Software for virtual drives:
Burning ISO files as well any burning program can be used. The function is called usually "burn image" or similar.