So one just downloads the Iso file and burn it to a CD/DVD and then the computer boots off of that?
Yes but it has to be burned as an iso image you cant just burn the files to disc. What ever burner you use just look in tools and you should see burn disc image or burn image. Ok go here this explains how to burn an image to disc.
By the way puppy is a great distro very easy but I would stay away from it till you get to know some of the in’s and out’s of linux puppy boots into root and you can delete or damage files on your computer it is great tho if you need to recover files off a damaged system or one that is locked down. Like games check out the Linux Gamers.
http://www.puppylinux.com/cd-puppy.htm
http://distrowatch.com/table.php?distribution=linuxgamers