Stuck on installation process. Help?

Alright, so, I am installing the Sims 3 on my mac and I am looking at the instructions with the file. I am trying to follow them, but it's hard when:

1) Macs do not work with .EXE files. (I.e,: "Serial.exe")

and

2) The installer does not ask for "Disk 1".

I hope you get what i'm saying. I just don't know what to do from here. What did you do and obviously, what do I do? :/

Have you already created a disk image using Disk Utility? Once that has been done, you should be able to click the disk image icon and that will show the installation guide as well.