How do I open Windows through a virtual box on a Macbook Air? I tried to select a virtual CD/DVD drive, but was not sure which file to select.
Your question is a little unclear but if I understand you correctly, you can install Windows 8.1 as a virtual machine running within Mac O/S X.
Virtualbox is a good (and free) download that will allow you to install Windows 8.1 inside Mac O/S X. All you need is a Windows 8.1 disk image file (on the PC it's called an ISO for it's file extension) that you purchase from Microsoft or someone who sells Windows downloads and a copy of the Virtualbox installer.
There is an active community that can answer any questions that the documentation does not cover right there on virtualbox.org.
And that should get you started.