It should have at least come with generic USB and GPU drivers. If you're on a laptop or you have a wireless card, it won't have any wireless drivers. You have to download those yourself.
I could go on and tell you a bunch of other stuff, but actually it sounds to me like you go a bad file, seeing as you downloaded and burned the CD yourself. Check the source you got it from for credibility and stuff, maybe try downloading the file somewhere else to see if you get the same result.
A quick google should get you the wireless and video drivers you need, just type in the chip type + driver (like for my computer, I would have to type in "NVidia GeForce GT 550M driver" for the video driver). But I see no reason for USB drivers to be nonexistant, unless the OS doesn't like the architecture of your computer, and that's doubtful.
EDIT: Damnit skidiot, give me a chance xD haha