The ISO file would be in your default download folder. If you used internet explorer, it would not work without a download manager because there is a file size download limit of around 2 GB.
If you downloaded it to the VIC, you can go into storage and ask it to upload the file to the datastore for you. If you downloaded it on ESX, then make sure its in /vmfs/volumes/storage/
Then, in your VM settings, point to this file as a CD image, and make sure that you set the cd to be connected, and you will be able to boot off this CD.