usually u can request a cd but if u cant then u have to download it from the linux website. it will come up with a iso picture file and then all you have to do is burn that file onto a cd.
Insert the disk into the optical drive, and reboot the laptop. As the computer load up again, it should be booting from your Linux disk, otherwise, it could be either a problem with your disc or you just need to change the setting in the BIOS to set it to boot from the optical drive.