Kevin,
Sounds like you are correctly at the CD-ROM drive letter, but it all depends
on what CD you have as to where the Setup.exe file is located.
If it's a Retail CD then Setup.exe is in the Root of the drive and that
should have worked, but obviously not per your answer.
Do you know what version CD you have?
On some of the MSDN CD's there were several versions of Windows and you
have to type the path to the folder where their located.
Example for Win98
Type: CD\Win98 Press Enter
Type: Setup Press Enter
Type: Setup Press Enter
Example for Win98-SE
Type: CD\Win98_SE Press Enter
Type: Setup Press Enter
Type: Setup Press Enter
Try booting again from your floppy disk and this time type the following
after you switch over to your CD-ROM drive letter.
dir /w /p Press Enter
Note the spaces between "dir" "/w" and "/p"
The "w" is the Wide switch
The "p" is the pause switch
If there's a lot on the screen just press Enter to move down.
This should show you what's on the disk and the path where the Setup.exe is
located.
--
All the best,
SG
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https://winqual.microsoft.com/hcl/