Promoting the release of Red Alert 3 EA released Red Alert as freeware in 2008. It is therefore legal to download. The game used to be available from commandandconquer.com.
This is a ZIP archive containing an iso of the Allies' disc for Red Alert. To be burned to a CD or mounted in a virtual disc program.
The process of manually installing the game on a modern system is fairly involved. If you are not comfortable with using technical tools and want to be up and running easily check out the Red Alert installer instead.