Can I install without having to burn the iso to CD or DVD?
Yes, you can install if you don’t have a CD or DVD burner. Another way, if your computer can boot USB pen drives, is to use UNetbootin or similar to install the Sabayon Linux ISO to a pen drive and create a bootable pen drive (think of it as a fast LiveCD/DVD). Then you can boot the pen drive to get to a Live desktop, and install Sabayon Linux from there, just as you would from a LiveCD/DVD.