But then I copied the files over to DVD using CyberLink that was already preloaded with my HP laptop, then I tried to reboot with the DVD in the drive, but I only booted into Windows 8 again.
Some more details on my problem: From readings I expected to see just one large file downloaded from Ubuntu site with an .iso extension. What I got appears to be a folder "pyI5EC3.tmp" placed inside this directory: Computer>C:>Users>MyName>AppData>Local>Temp. Inside this folder are more folders (lib, translations, winboot) and more files (main.pyo, pylauncher.exe, pyrun.exe, python23.dll, version.pyo), and so on. Immediately after download there appeared to be an extra DVD disk called F: pointing to these folders and files. With CyberLink I tried to copy this "virtual DVD disk" to an actual disk, where I found that all files except for 2 were successfully copied over. But this just didn't seem like a true image copy session. Anyway, I restarted the computer with the DVD disk now inserted, but I still came up in the usual Windows 8. Also, upon booting into Windows 8 I do not see any messages about how to interrupt the start-up sequence with any key in order to enter BIOS for editing. Also, after the restart, the "virtual F: DVD drive" icon disappears for good.
I guess I'll try out Imgburn, but I still feel unclear about what exactly does a correct download look like on my computer before I burn it to disk.