Disc 1: Install disc, only skirmish, tutorial and multiplayer
Disc 2: Atreides campaign 
Disc 3: Harkkonnenn campaign
Disc 4: Ordos campaign
You don't need to install discs 2-4 you just mount them, open Dune, go to single player then campaign. They are also required if you are going to load a saved game that is from a campaign.
Note that the file resource.cfg in your emperor install directory tells the game which drive letters to look in, if needed you can change them there

Serials:
036642-256734-246754-5204
038785-895894-747474-9011
036666-666666-666666-2921
031942-775432-965941-3306