You start the program, that's the livecd so it will boot into the desktop and once loaded there will be a icon to start the install, if you are dual-booting you should free up some space for the partition first using a tool like partiton magic. You could use the built in partition manager tools in the install but they can be a bit "twitchy"

Alternatively you could install parted magic, a liveCD enviroment you can use to completely control your partition setup, just grab the windows executable install, then reboot into parted magic
http://sourceforge.net/project/showfiles..._id=240127

This page shows you how to use parted magic with gparted