Hi! Since you have Vista, you will need to download the Windows version of ScummVM -- the very first option on the download page, the
bold entry -- and install it.
To actually play the game, you will want to copy all of the game data files off the CDs and into a folder on your computer. Read the ScummVM readme for more instructions, and look
here for a list of the files you'll have to copy over to play CoMI.
It can be a bit confusing before you figure out how it works, so if you have any more questions ask and I'm sure people will help.