Should I just copy it directly to the DVD or what?
I never expected to have a problem at this stage.
To a beginner's question... an old beginner's answer

Mi first reaction was a tender smile....!
What do you mean with "having a problem at this stage"
This stage is, as I can see...... The very beginning!!!
You should "expand" the ISO image file to make a boot time readable CD/DVD with an appropriate burning software (there are a lot of SW capable of writing disks from ISO files)
If you simply copy ISO file from one place to another you have just an ISO file on a CD/DVD.....
Believe me, you will probably have a lot of problem more.
And, probably with a lot of people here helping you, you will be able to solve or understand them.
A