Hello!
The Linux Lite LiveCD ISO is not an executable file that can simply be 'ran' from within another operating system, such as Windows.
To use the LiveCD, the MD5/SHA1 must be checked against the ISO, to verify that all of it was downloaded properly. After that, the downloaded ISO must be burned to a CD or DVD. Finally, one boots their computer using the CD that was made out of the ISO file...
73 DE N4RPS
Rob