Hi Richard. The AI response is pretty much spot on. I would surmise that you don't have DVDs and actually have CDs. DVDs didn't exist back when Windows 3.1 was released. CDs work in DVD drives, so as long as your computer has a drive, you're probably fine.
I suggest using DOSBox, as it's really great emulation software that supports Windows 3.1. However, whatever path you take requires you to treat the system as pretty much fresh, meaning you'll need to do things like get a hold of the floppy images of Windows, install Windows, setup graphic drivers, etc. You can try and search for dosbox windows 3.1 vhd to see if you can find someone else who has already packaged it all up for you to easily use.
After you get Windows 3.1 setup, you need to configure DOSBox to mount your local DVD/CD drive in DOSBox, so it can access the drive.
There are countless guides on the internet that can help you configure DOSBox with Windows 3.1. You'll just have to put time into it.
Cheers!