How do I insert the Guest Additions virtual image in an Ubuntu virtual machine?

The error message I'm receiving is:

Unable to insert the virtual optical disk C:\Program Files\Oracle\VirtualBox\VBoxGuestAdditions.iso into the machine ubuntunodebox.
Could not mount the media/drive 'C:\Program Files\Oracle\VirtualBox/VBoxGuestAdditions.iso' (VERR_PDM_MEDIA_LOCKED).
Result Code: E_FAIL (0x80004005)
Component: ConsoleWrap
Interface: IConsole {872da645-4a9b-1727-bee2-5585105b9eed}
Callee: IMachine {85632c68-b5bb-4316-a900-5eb28d3413df}

I'm using Windows 10 as my machine's OS. I've installed Oracle Virtual Box, downloaded and installed Ubuntu 22.04, and I cannot make it display full screen. In the VirtualBox window, I click Devices -> Insert Guest Additions CD image... and a CD icon appears on my taskbar, however nothing runs. I clicked into the CD icon, click Run software, a spinning wheel appears, disappears, and nothing seems to have happened.

I feel stuck.

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