Not quite clear what the state of your machine is, but to answer a few basics:
After installing Windows via Parallels Desktop you do not need to have the disk in the machine. The installation process put all the Windows stuff in a Virtual Machine, which is just a large file in your mac which Parallels can open. Take the windows disk out after installation.
You run Windows by launching the Parallels application in your mac. With Parallels running you should be able to see your VM in the Virtual Machines list in Parallels Desktop/Menu/Window at the top. From their you can start Windows. (there are options for how Windows actually starts once Parallels is running, and I am not sure what the default is but it should be fairly obvious).
I think the default way of viewing Windows after a new install is "coherence" which from your description you might be in. To see the normal Windows desktop, change the view option to "full screen" or "window" in the Parallels/menu/view dropdown. I suggest "window" while learning because you can still see the Parallels menu option.
Once Windows is running, you must get Parallels Tools installed. Nothing will work properly without Parallels Tools installed. Normally this happens automatically on the first run if they have not been previously installed. You can leave it a few minutes and see if it happens by itself, or you can go to the Parallels/Menu/Virtual Machine/install Parallels Tools. If they are already installed it will say "reinstall Parallels tools". Either way I would click it.
Installing takes a few minutes and requires a reboot.
If you are still in a mess post back with more specific info.