How to write/use a live cd?

How to write/use a live cd?

I've burnt an iso image of ubuntu into a cd to use it as a livecd and it
was a success and worked well, whatever I did was without any awareness on
how to write/use a livecd. I recently burnt an iso image of Parted magic
on to a cd to use it as a livecd with the success of Ubuntu. This time the
livecd isn't booted/read. What is the actual process to write/use a
livecd??