Reboot in bootloader (hold power button, then when reboots press the key combo specific to your phone to get it in bootloader mode), connect to PC (make sure you have the drivers installed already if using Windows), use fastboot to flash a custom recovery, mount the internal storage, transfer the ROM on that, use recovery to flash the ROM.
If any of this is news to you, you should not be playing around with custom ROMs anyways. Research online for your phone's modding community (a good place to start is xda developers).