What is the best way to run a .iso file made for windows on my mac 10.8.2?
An ISO is a disk image file. You can't "run" it like you run an app (say, Preview). You can open it with an app. A disk image file is basically a file that pretends to be a disk (like a CD, DVD, or external hard drive). DMGs are another example of disk images.
p.s. When I try to open the file it says me that it is a powerpc app and that it can't be launched
ISOs should open with the built-in disk image loader. Did you update from Snow Leopard? Sounds like you have an app assigned to be the default app for ISOs that requires Rosetta, which Apple dropped after Snow Leopard. Right-click (two-finger click or ctrl-click) on the file, choose "Get Info..." and click the arrow next to "Open With" in the window that appears. What does it say is the default application.
OracleVM isn't going to help in this case. What it does is completely unrelated to what you're trying to do. UNLESS you're trying to run the actual contents of the image file, which you said is made for Windows. At that point, you're entering a whole different realm.
Can you tell us what the ISO is, and what your goal is? That will help a lot.
chriscl: I use TheUnarchiver all the time for things, but I don't understand what good it would be for disk image files. What's the advantage over the OS? Thanks for the tip that it's on the MAS, though!