Help - complete Linux newbie

[Hal Davis]

Read the PCMag article on Linux, and decided to download Ubuntu, because 
they said it was good for newbies, and it came with a reliable partition 
utility so I could make my laptop into a dual-boot device.

Completed the 20-minute download, and I now have a 700 MB .iso file on 
my Windows desktop. Trouble is, I try double-clicking on the file and 
nothing happens. I get a message about an external file needing to be 
opened, and I tell it, sure, whatever, and nothing happens.

How do I make the magic happen?

Hal Davis