I burned ISO file with Windows 95 to my DVD. I burned it on iMac G5. When I oped the same DVD on MS-DOS there’s no “setup.exe”. When I open it on iMac, it is.
BURN
Body seems denied by messengergeek, is it a complete senial?

Not like THAT burn.
s o w h a t
This on the wrong category, I’ve fixed it.
Use a CD
And a floppy for the boot disk
You might also need a USB floppy drive
If you’re trying to install it straight from a burned DVD, it won’t work unless you have a bootable floppy disk with it. The best thing you can do is to try and find a bootable .iso to burn onto the disc. However these are normally OEM copies and they don’t contain all the applications you can normally find on a retail W95 CD.
Best thing to do is to install the boot disk onto a USB, boot from USB and use the regular W95 disc you have to install from. There are tutorials online but I can try and help also 
Also, I saw you already had MS-DOS installed? If you change directory to the CD, and type DIR, what comes up?
Try installing on a VM first, then clone the hard disk
Windows 95 doesn’t work on CD (some of the Plus! + USB Support versions do), only Windows 98 does.
wrong, i found a bootable windows 95 iso. https://drive.google.com/drive/u/0/folders/1wa6hk5HrFoo_GD4ld0XLOOVEjxlgsGpO
Not really, you will need a boot disk to boot from the CD, there is a CD release for Windows 95
i have made it
I used it. It’s my iso.