The README on the cdrom tells you most.
The Handbook Install is the basic install guide.
The FreeBSD 4.x upgrade procedure. DragonFly only supports upgrading FreeBSD to DragonFly 1.2. From 1.2 you can update to 1.4.
Justin's quick start guide for the experienced or impatient.
This Installation Guide is a bit more current than the handbook's, and includes screenshots.