after you installed parallels desktop, go to file tab than choose "new" in next screen you will see windows and other programs that you can install. Click through to continue to set up the VM with the defaults.
Step 1. Download, save and look at the Parallels User's Guide: http://www.parallels.com/fileadmin/parallels/documents/support/pd8fm/Parallels_Desktop_User_s_Guide.pdf
Step 2: Follow the Guide's method for: (a) installing Windows (operating system from Parallels Devices CD/DVD or Connect Image menu pull down); or (b) importing Windows (operating system and individual applications from a PC or virtual machine) as a Guest Operating System.
i've successfully installed: Windows XP and applications imported/migrated from a Dell Inspiron Laptop using an earlier Parallels Desktop 4. Windows 7 and Windows XP installed from CD/DVD media that I had previously purchased from Microsoft. Windows 8 Upgrade from ISO image purchased and downloaded from Microsoft. Ubuntu 12.04 Linux, LibreOffice, Gnome Desktop and GNU Software Development Tools from free ISO image downloaded from Ubuntu
Step 3. Once your Windows Guest Operating System is running you can then: (a) install applications (such as Microsoft Office or Intuit's Quicken) from media in Parallels' Devices CD/DVD connection; (b) download and install applications (such as Mozilla's Firefox and Red Hat's Cygwin) from the manufacturer's Web Site; (c) download and install other applications (such as Parallels' Tools from ISO images) accessed via the Devices CD/DVD Connect Image menu pulldown.
1) If your MAC doesn't have a CD/DVD drive or one that's no longer working, you can buy an external CD/DVD drive that connects to the MAC via a USB port. For example, I'm using the Samsung model SE-S084 Super WriteMaster Slim External DVD Writer ("USB Powered / Netbook booting support / Windows 7 & MAC compatible / Eco-Product".
2) My MAC has 4GB or RAM which is sufficient to concurrently run MAC OS X and one Guest OS because it is sufficient to provide 1 GB for each 32-bit Guest OS but it is not sufficient (system slows down and becomes unresponsive) to provide 2 GB for each 64-bit Guest OS.
3) Windows 7 Professional Edition (or Windows 7 Edition with the Professional Upgrade) supports Windows XP applications (such as MS Office XP and MS Visio XP). It includes the Microsoft (MS) JET Database which supports MS Access XP.
4) Windows 8 Professional does NOT include or offer the MS JET Database and therefore cannot support MS Access XP.
5) Guest Operating systems can be run from or archived on external hard drives that are connected via the MAC's USB connector. Performance with USB 2.0 is somewhat sluggish. USB 3.0's SuperSpeed mode has a transfer rate of 4.8Gbps. USB 3.0 retains Hi-Speed and Full-Speed USB mode, commonly known as USB 2.0 and 1.1 respectively, the slower modes operate at 480Mbps and 12Mbps respectively and are kept to maintain backward compatibility.
Once Window is installed in the Virtual Machine (easy to do) you can install Windows programs normally, because you are actually running Windows OS concurrently in your Mac. Depending on options chosen you can also run the applications seamlessly along side your Mac apps, or in a Window of the traditional desktop or full screen. Even switch back and for easily.
Fire up the virtual machine and install as you would on a standard windows box. If its a macbook Air then if the software is on optical media I would suggest copying the whole disk to an external hard drive and install from there. Or if you can get an external USB DVD drive and install from there. HTH