Help please for new iMac user

Select the file by clicking on it, then in finder (which will be at the top of the screen) select file and go down to 'burn "filename" to disc'. If you can't select it because its in the downloads folder and it keeps trying to open it when you click it, drag it somewhere else like the desktop first.

 

When you download it it should go into your download folder by default which if you click on your HDD on the desktop and then click on the left side bar where it says your username and then navigate into the download folder once you have this down then if its an ISO file I believe you can right click it and burn it ( not sure I use a program called Toast which is much better then the built in options ( you may want to think about buying this ) if its a folder I think you can do the same thing.

OH yeah just right click and create a burn folder put what you want to burn in there and your set