It sounds like the CD you are trying is not bootable.

The Ubuntu installers are .iso images, which means they need to be written as such to a CD. *Not* just copied as a "file" to the CD.

Most CD burning s/w has a menu option for "burn iso image" or such.

You can verify correct operation of your computer/BIOS by booting from some other bootable CD that you may have on hand (eg. a Window's CD).

???