You get a few choices...
You don't need any Canon software on your computer unless you want it. Adobe Lightroom has tethering built-in (if you use Lightroom).
The specific program that handles tethering is (as Keith points out above) the "EOS Utility". You can *just* get the EOS Utility and you'd be ready to go (you don't need the rest of the software on the Canon CD).
Tethering is done using the USB cable (some WiFi enabled cameras can do remote shooting via WiFi but I don't know which camera model you have. If you do have a WiFi enabled camera and want to do tethered shooting via USB cable then you MUST disable the WiFi feature (the WiFi cameras will use "WiFi -OR- USB" but
not "WiFi -AND- USB" (you must disable one to use the other.)
My own camera isn't WiFi (I use a CamRanger when I want to do WiFi) and I don't particularly like the rather short-ish USB cable that comes with the camera. But you can easily find 15' long USB "tethering" cables... like one of these:
Amazon.com: usb tether cable (I opted for the "Monoprice" brand cable -- less than $10).
Just one word of caution when doing tethered shooting... be especially careful not to trip on that cable. A hard yank on the cable could (a) damage the USB port on the side of the camera or (b) send the camera crashing to the ground. When I route the tether cable, I put a bit of extra slack on the camera end, and then use "gaffers tape" to secure the tether cable to tripod (not the camera) and if needed I'll route the cable down to the floor and tape it down. This way, if someone does trip on the cable, it won't damage the camera. (Real camera stores will carry gaffer's tape but you can also order it online if you don't have a real camera store in your area. Best Buy, Home Depot, etc. will not have gaffer's tape. Gaffer's tape is a lot like duct-tape in terms of strength... but the adhesive is not messy-gummy so when you remove the tape it comes off clean.)
If you want the full contents of the Canon CD, you can download it. You're going to do this in two phases.
Go to the Canon website (usa.canon.com) and find your camera model, you'll see a link for "support" and follow that link.
In the support page, you'll see a "Drivers & Downloads" section... pick the "Software" category.
Here's where it gets a bit tricky... the Javascript for the website will auto-detect your operating system and will display software for Windows 10. But the problem is Canon has not yet published an "EOS Digital Solution Disk" package specifically for Windows 10.
So... phase 1:
Switch the OS type to Windows 8.1 (and if you have the 64-bit version of Windows 10 then you should pick "Windows 8.1 (x64)") and you'll see the software list refresh. Scroll to the bottom and you'll see an entry labeled "
EOS Digital Solution Disk Software 29.1A for Windows (For users who cannot use the bundled CD)" Download that and install it.
Phase 2:
The good news is you have "something" on your computer, but the bad news is that some of it is already out of date. So now switch the OS type back to "Windows 10" (or "Windows 10 (x64)" if you are running a 64-bit OS. And now you'll need to download all of the updaters and/or latest versions that have come out since Windows 8.1. This will put you on the latest versions of everything.
Unfortunately Canon doesn't have anything built-in to their software the checks for updates. You have to do this manually.
