Heyas JulieK

Generally USB devices will at minimum, start working right out of the box as soon as you plug it into the USB port, and turn the device on. i.e., for a USB mouse, it should have one small USB plug that goes into the USB port on your computer, and on the bottom of the mouse it'll most likely have an on/off switch. Make sure the mouse has it's batteries in, and turn the switch to On, and your computer should recognize a new USB device and install it's basic drivers. Probably the same for the keyboard.

Other than that, often times they also include fancy configuration software for setting up special buttons if the device has them, which is probably what's on the disk you're having trouble starting.

As far as starting the CD/DVD disk the software came on, it just sounds like your computer might have "autorun" turned off, or it's just not working for some reason. You should be able to run it yourself by just opening "My Computer", navigating to your CD or DVD drive that the disk is in, and looking for a file named something along the lines of  "Setup" or "Autorun".

If none of that helps, let us know.