Well
1. Mark the CDROM as connect at boot within the VM settings
2. Be sure that the ISO it self is bootable and a complete one
3. You have to toogle the boot order in the VM BIOS if there is something already on the vDISK (not very likely if you have created a fresh and virgin VM)
To 99.9% i forget to mark the box for CDROM connected countless times in the last 12 years. A windows ISO is more than 3GB in size and often the download from the internet gets corrupted so bei sure that you check the md5/sha1 checksum.
Regards,
Joerg