Well, as you can see at the download page (of C&C gold) at this site, you have to download three files. The upper two are the "disks" of the GDI and NOD factions of the game. Use Alcohol 120% to open these files and burn them to a disk. Each of them on a separate cd. Use one of that two cd's to install the game, either the one for the GDI or NOD faction (for the install procedure it doesn't matter). Afterwards, open the third file to install a patch that makes the game compatible with Windows 2000/XP. That last file is a normal .exe file, so you can simply double click the file to start installing. Do not forget that patch, the game is from the early 90s and needs that patch to run on modern computers.
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"Richard_Rahl" is a pseudonym, TBH 
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