I don't know unfortunately where to find the "disable visual themes" or desktop composition
Right-click the shortcut for the game
Choose Compatibility tab
There should be checkboxes there for "disable visual themes" and "disable desktop composition."
I only get to click on a picture of the game it asks me if I want to install it
Disabling visual themes and desktop composition is more useful after you've installed the game.
and I click yes, then it sounds like it tries running the disc but it doesn't do anything...
Sounds like something is blocking the install then. Maybe your computer can't read the disc or maybe an antivirus or antimalware is blocking it. Or if the game is already installed, maybe it just refuses to install it over a previous install. If that's the case, try uninstalling it first.
I cant find the setup.exe either? I'll go back into it now and try to find the compatibility tab though thanks.
What was the file you clicked that gave you the "picture" you were talking about when you said: "I only get to click on a picture of the game it asks me if I want to install it"
If you got that by autorun, then see if you find an Autorun.exe file on the disc that you can change compatibility of.