"CD" stands for Compact Disk.
Always hold a CD by the edges. Scratches and finger prints can prevent the CD ROM drive (or CD Burner/Writer drive) from "seeing" the data, which means "it won't work in the computer."
If you get finger prints on a CD, carefully wipe them off with a soft cloth that won't scratch the CD.
First, a CD (also called a CD ROM) goes in a CD ROM "drive." ROM stands for "Read Only Memory." This means you can get programs or data from the CD into the computer, but you can not store your own stuff on a CD.
You can also get a special CD drive for making CDs, called a "CD Writer" or "CD Burner." You may also hear this called a CD-R drive or CD-RW drive.
To make a CD, you also need a special CD called a CD-R (where R is for Recordable) or a CD-RW (where RW is for Re-Writable). CD-Rs can only be recorded on once, but CD-RWs can be used (written on) more than once.
Unfortunately, if you want to make CD's, it is best that you learn the basics of "file management" first.