There are 2 steps to have the audios on your CD.

1. Download the mp3. Right click on the link, and choose “Save Link As..” or “Save Target As…” to download the file.

2. Insert a blank CD into your CD burner, and use a program of your choice to write the mp3s into the blank audio CD. If you’re using Windows, it comes with the default Windows Media Player which can help you do this.

Also I made a search on Internet and found this step-by-step guide on how to burn an audio CD.

• http://www.opentutorial.com/Burn_a_CD_using_windows_media_player