Don't use that original disc. That's software from almost ten years ago, and it probably won't work with Windows 10. To use an iPod, you need to install iTunes; download the latest version here
http://www.apple.com/itunes/
Run the downloaded installer to install iTunes 12. Run iTunes and connect the old iPod shuffle to a USB port. Although the iPod is old, it works with the current version of iTunes (as long as it is functional). The shuffle appears in iTunes as a device button, on the horizontal bar that goes across the iTunes window. See below for screenshot of my iTunes window (upper left corner), showing the device button for a 1st gen shuffle (circled in red).
Click the device button to show the iPod's settings screen in iTunes.
This is the user guide for the original shuffle
https://manuals.info.apple.com/MANUALS/0/MA521/en_US/iPodshuffleUserGuide.pdf
However, this manual is as old as that software disc, and does not accurately reflect how the current version of iTunes works. Once you get to the point where you see the shuffle in the iTunes window (and you have songs in your iTunes library), please post back with your questions. I can provide tips for syncing songs to your shuffle.