For some reason, Windows thinks that your primary CD Drive is Drive E. If you go to My Computer, can you see your CD drive listed there? If you can, just double-click it and your CD should load. If double-clicking it doesn't work, right-click it and choose "Explore", then find "setup.exe" and run that.
If your drive is not listed, try putting in another CD (even a music CD) and see if it appears. If it does, then your Photoshop disc might be bad (scratched, etc), but if nothing appears, then your drive might be dying or Windows has lost the drivers for the CD drive. Go online and search for the manufacturer of your CD drive, and find drivers for it.