Try open and view files. Then look for Setup.exe and double-click it to run it.
You may have autorun disabled, that would normally start the installer automatically. Or the disk could be damaged. If so, exchange it where you bought it. If you bought it from turbotax, contact customer support for a replacement or download. Customer support can be reached via Twitter, Facebook or telephone. https://www.facebook.com/turbotax/ and https://twitter.com/TeamTurboTax
For telephone and other support options, see the instructions below.
https://ttlc.intuit.com/replies/5566005