Sally,
Lace Mamba, the publishers of the Machinarium Collector's Edition, messed up and didn't include a Windows version on the DVD. Actually, it's a bit more complicated than that... And there is an entire, rather lengthy thread where all of this is detailed, starting around this post (Viking's):
http://forum.amanita-design.net/index.php?topic=806.msg4785.html#msg4785To sum up that thread, the issues didn't begin with there being no Windows installer on the disk. Initially, there was no Mac version on the DVD. Then they fixed that issue and released a new DVD with a Mac version on it, but there was no Windows version this time around. Supposedly, they eventually fixed the problem (third time's the charm) and created a hybrid DVD that had, as was originally intended, both Windows and Mac versions on the disk. But all of this took quite a while, so there are many copies out there that only have the one version on the disk. So yeah, the short story is that it seems as if you've received a disk that only has the Mac version on it.
Now, you can, of course, attempt to contact Lace Mamba and ask for a replacement copy, but just a warning that (a) they're not an easy bunch to get a hold of, so you may need to e-mail them a few times if you don't hear from them immediately, and (b) a few people that did manage to hear back from them never did receive a replacement DVD, apparently. But most people, it seems (again, judging from responses in that thread), did eventually receive a replacement DVD which contained both Mac and PC versions. So here is Lace Mamba's e-mail address:
machinarium@mamba-games.com 
