Install Openwrt to a VM

I would like to install OpenWRT to a VM.
i have searched for installation instructions, but the instructions mention the boot from a live CD or convert img to VDI.
i am not the admin of this Host and i am given a VM with the option to boot from an ISO. How can i install it, please?

Pick a linux live cd, use it to boot the VM, then follow the install instructions for OpenWRT.

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