Most computers have the ability to burn CDs as long as they have a disc drive and the appropriate software. Windows and Apple computers have software built in, but you may need to download a different program.
To begin, take a CD-R or CD-RW, which are versions of blank CDs, and insert it into the disc drive. The computer may open up a window that asks what would you like to do with the blank disc. You can either open up the files and assign them to the disc space before burning, or you could use a media-specific program, such as Windows Media Player or iTunes, to burn a CD for you.