Windows will prompt you to insert the installation disk. Follow the instructions on the screen. You don't have to use the Microsoft programs. If you prefer to use the Netscape browser or some other mail client, you can install them as well. Many ISPs send a kit including setup instructions and either floppy disks or a CD-ROM with the essential software.
Some kits are better than others.
For example, the monthly magazines Australian Personal Computer and Australian PC User both supply a free CD-ROM with each edition. They usually include manuals. In fact some ISPs rely on you downloading your own browser and mail program in order to get started, rather than providing you with a start-up software kit. In general, it is good practice to download direct from the software manufacturer's own site, so that you know that you are getting the latest version.