err I don't know about forum rules regarding pirated material, so I'll just assume we're talking about a perfectly legal Linux distro.
Alcohol 120% is used to "mount" and burn images (files that end with .cue, .iso, .bin etc...).
Most "Linux Distros" typically come in two file - a .bin file and a .cue file. In othercases, it might come in just a .iso file. In the first case, the .cue is usually a few bytes/kbytes, and the .bin file several hundred megs.
SO if you look at your downloaded file(s) and they indeed are .iso, .bin and/or .cue, download Alcohol 120%, install it, right click in the main white space (the image list should be empty, since this is the first you time you installed it) and click add image. Then simply point to where you downloaded the files.
If all goes well, you'll see a new entry in the list (the main white area). From there, double click the entry and it will be akin to inserting the actual cd in - that is, Autorun for the cd/dvd will kick in - but hey, thats only for windows apps, not "Linux Distros" ;-).
BTW, a VirtualDrive should've been auto installed as part of the Alcohol 120% process. If not, from Alcohol 120%, you need to setup one virtualdrive. (A virtualdrive is a "pretend" cd-rom/dvd-rom drive, Windows thinks its an actual cd-rom/dvd-rom drive, and can be used as one - when you double click an entry in Alcohol 120%, the image is "inserted" into this drive.)
You know that rare phenonomon when after hours and hours and hours of troubleshooting, things just just magically work and you have no idea why? Just gotta love it! ;-)