The standard boxed (or downloadable) set of Red Hat consists of six CDs -- the first three contain the actual installation RPMs, while the last part of the third CD and the fourth and fifth contain the "source" RPMs, which you can use to rebuild any of the binary RPMs from their original source. (For the time being, you have no need for the source RPMs so, if you're strapped for bandwidth or for any other reason, you can ignore the fourth and fifth CDs for now.) The sixth CD is the documentation CD -- more on this shortly.
All of the above CDs are examinable on a Windows host and, in particular, the first CD is worth a closer look. In addition to standard install RPMs, there are two directories of interest: images/, which contains 1.44M floppy images in case you need to create a physical boot floppy, and dosutils/, which contains actual DOS executables in case you need to run a few things on a Windows host. Make a note of these two directories -- they'll be useful later.
Finally, the sixth CD -- the documentation CD -- contains a number of Red Hat manuals in various formats, including HTML, so you can be following along in the Red Hat x86 Installation Guide while doing the actual install. It's not our goal to reproduce everything in that installation guide, just to hit the high points.
It's also a really good idea to at least skim the release notes, which describe significant changes to this release, and helpful tips and tricks.
As a concrete example, not long after Red Hat 8.0 became available, there were numerous complaints that users were unable to invoke the Adobe Acrobat reader acroread. In fact, both the problem and its solution were well-described in the release notes, if anyone had taken the time to read them.