I am trying to boot from a Windows 10 DVD, but it says something about installing it.
I don't want to replace my existing OS with Windows 10. I just want to use some software with it. How do I do that?
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In order to use Windows you must first install it, you can't just boot from a CD and expect it to work. While that may be possible with some varieties of Linux, it is not with Windows (or macOS).
In order for us to help you you absolutely must provide the model of Mac you have and what version of macOS is installed on it. Edit your question and put that info there.
Unlike some Linux distributions which come on a live CD/DVD (one you can boot off of without installing it on a disk), Windows 10 doesn't come with a live bootable CD/DVD. In order to run and use any software on it, one first needs to be install it.
As you do not wish to replace your existing OS, you can take either of the following two approaches:
Installing alongside existing OS: You can create a multi boot system by installing Windows 10 alongside your current OS. Generally, it is possible to install Windows 10 alongside a macOS, Linux or other Windows installation.
However, it involved complications such as hard disk partitioning, allocation space for the new OS and reclaiming the space once you are done. It may also involve risk of losing access to data or the existing OS installation. This approach is best left for power users and those seeking adventures :)
Installing as guest in a virtual machine: You can install Windows 10 as a guest OS using a OS virtualization software such as VMWare or Virtual Box. This is a very safe and easy approach to take. However, the prerequisite is to have a decently fast computer with adequate processor and RAM that can handle the load of running two OSes (Host + Guest) comfortably at the same time.
I'd recommend the latter over former. It also gives you a safe way to try things out without the risk of breaking anything.