The Fedora discs are bootable. You may have to go into the BIOS on your machine and set the boot order to boot from the CD-ROM.
The first disc should consist of 3 folders (Fedora, Images and isolinux), there will also be a couple of readme's, a handful of RPM-GPG-KEY files and the GPL and Eula.
If you are seeing these, you have the right setup. I'm sure that it is the boot order.
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