There are two main types of CD that you can create with CD burning software; it isimportant to burn an Audio CD (Music CD) and not a Data CD.
In order to burn an Audio CD you will need a CD burning program. Most computersalready come with media player software that can burn CDs. For example, you canuse Windows Media Player built into Windows or iTunes built into Macs. In either of theseprograms, drag the files you want to burn from the location you exported them to intoa "playlist" ready for burning.
Webmasters like to offer audio (MP3 podcasts) and video (YouTube or otherwise)media to their visitors. Being able to offer a multimedia experience in the web pagemakes a site more sticky -- the visitor is more likely to come back. Sometimes it isenough to offer a link to the MP3 file as a way to insert the audio into the page, but thisrequires that the visitor is savvy enough to have appropriate software to enjoy theaudio, as well as knowing how to make the best use of it.
Video presents a similar, if a more complex problem. Again, inserting video in a webpage will make it more attractive, and again there are two choices - embed or link tothe media file from the web page.