Which operating system?
Have you tried ejecting and re-inserting the disc?
Have you tried manually navigating to setup.exe then double clicking?
If this is a Mac, simply open the volume and run the install app. Macs don't do auto-start. If this is PC, refer to John's advise. If none of this seems to work, we indeed need a lot more info...
if its Windows, navigate to start. go to computer, right click on the dvd drive and open. look for setup.exe icon. usually colored red. i its mac, eventually it will mount a cd icon on your desktop. if it doesnt, open your finder. look under devices. youll be able to see your dvd drive there. open it. look for setup or install icon.
if both doesnt work, try other dvd installers. if those work, then it can be a media installer issue. call adobe and have them check, eventually it boils down to Adobe replacing your disc, and will let you download trial version temporarily so you can use the software, wait for the installer to arrive and install.
note: whats good with having a trial version installed is, you can convert it to full when you use a serial number to it. so basically you dont need a media.