The only way a game would auto anything, kjos, is because of a batch file on the disk directing traffic, as it were.
If it doesn't auto install or auto run, then this batch file isn't on the disk and you'll have to install the game or run it by doing what you've done.
If you didn't see it, look for a setup file on the disk and double click on it to activate it. This file will either run or install the game. If it installs the game just follow the on screen instructions. If it runs the game, enjoy.
If something gets your goat, it just proves you have a goat to get.