You shouldn't normally need a Setup CD to configure a router - it probably runs a wizard and may have a .PDF manual on it.
A router can usually be configured by entering its IP address into a web browser, which should open its Setup pages. However, there may be a default password set, something like 'admin'.
If you don't know the router's IP address, you might find it by connecting the router to a PC, opening a Command Prompt window and entering IPCONFIG /ALL
This will display details of all of the adapters in the PC and, for the one that connects to the router, the "Default Gateway" will be the router's IP address. It will only work though provided the PC has managed to get its addresses (IP, Subnet Mask, Default Gateway and DNS Server) by DHCP from the router.