You have to download the iso and then burn the iso to a cd. You just can't copy the iso file to a cd as it won't boot that way.
http://www.hirensbootcd.org/files/Hirens.BootCD.15.2.zip
Unzip it and then you'll see the iso file inside.
http://www.hirensbootcd.org/files/Hirens.BootCD.15.2.zip
Unzip it and then you'll see the iso file inside.