Installing Windows 8.1 from Download

I've just bought Windows 8.1 from the Microsoft online store (in download form) and want to install it on my Macbook Pro (OSX Mavericks).

I click 'download' on the Microsoft online store and what downloads is a Setup.exe file. I can't see how I'm supposed to create a bootable USB drive with this let alone install the thing. Wine doesn't even want to run it not that I want to try and install it via wine anyway.

Is there something I'm missing here or will I need to obtain an installation disc from Microsoft?

After a long series of failures trying to find and install Windows on the sly I'm now resorting to doing this legit and it's still not working! I'd really appreciate any help/suggestions.

Thanks!