Help with game installing?

Hey, I just found a game that I used to play a long time ago, Where in the World is Carmen Sandiego, and my little brother wants to play it. I installed it and when I pressed run it said I need to change my color settings to 256 colors, I went to my computer settings and pressed on the thing that says set your computer to 256 colors and it told me to right click on the game and go to properties and press the compatibility tab but the compatibility tab wasn't there so I looked in deeper and it said that the game needs to be on the computers hard disk. It says that the game is a CD drive now how do I put it on the computers hard disk?