Is your computer set to display extensions like .exe?
If not, the file would be called Machinarium_full_en without the .exe on the end.
(Or it may have a different name or be an .msi file or something).
What files and folders do you see when you explore the disc?
This disc or device contains more than 1 type of content - what do you want Windows to do? It then goes on to list 7 options,
Play
Create Disc
Copy CD
Copy pictures
View Slide show
Open folder
Take no action
None of those involve running an install file, so none of them will work. That's normal for a disc with no autorun file.
The disc version of the game is supposed to work both on Mac and Windows -- there is no Mac-only version.