You can boot your VM from an ISO to install it.
Selecting a boot image
Once the VM is running you can set a boot ISO. Several images are provided. If the os/distro you want isn't available mail admins to get it added to the list.
Setting boot device
From the manage screen change the boot device to CD. Remember to change it back to Hard Disk afterwards :)
You must reset the VM for changes to boot device or image to take effect.