@OP: The page you posted lists folders with all of the available versions of CentOS.
Assuming you want to use the latest version, open the link for '6.3'.
Then open the 'isos' link/folder. From here you'll have two choices, 'i386' or 'x86_64'. Depending on your systems architecture, open the appropriate link (i386 for 32 bit intel or x86_64 for 64 bit) and you'll see a bunch of ISO's and torrent files. There is also a readme file in there that will tell you what each of the ISO's are for.
It looks like there's a LiveCD, a LiveDVD, a two DVD full install package, a minimal installation ISO (which will give you a bare bones command line install) and a net install ISO (Which will download packages from the internet as the system is installed).
From this page you can either download the ISO directly, or download a torrent file and then download the ISO using transmission or some other bit-torrent software. So simply double click on the one you want or right click and use 'save link as' (or whatever your browsers equivalent is!)