I'm trying to load Windows 8 to my MACBook Pro. The instructions say to load the Windows DVD. I did not get a DVD. I did buy a full version, not an upgrade, but I only got an e-mail from Microsoft with an executable, not a DVD. How do I load Windows

if the site where your purchased the exe has an ISO image you can DL, use that instead of the EXE if not you may run into a few problems that can be resolved if you have a Windows PC available to you.

If you have an ISO image follow the directions from Apple here, You may also need a USB flash drive or a blank DVD if your MBP has a DVD drive.

Create an ISO image for Boot Camp from a Windows installation DVD - Apple Support

Microsoft's instructions are as follows

http://windows.microsoft.com/en-us/windows-8/create-reset-refresh-media

here's how you do it for the EXE provided you have a PC to do the install so you can transfer it to the Mac.

https://www.youtube.com/watch?v=zFxhn_Cs64I

If your Mac has built-in Optical drive, after you download the ISO via a PC using the download manager exe file, use Disk Utility (Yosemite): Burn a disk image to a CD or DVD to create a DVD and use BC Assistant to install Windows.