The first thing you have to do is to make sure what are the formats supported by the Blu-ray player. You can read its manual to see, then on your computer, use your favorite burning application (LG CyberLink Media Suite) and select the Blu-Ray disc. Now it depends on what files you choose and how you want to make it.
For a Blu-ray video disc, select the option in the burning application, then add the files. Normally, the software should take care of the rest and generate all the necessary files and certificates. The process might take a while and the input file needs to match Blu-ray quality.
For a simple Blu-ray data disc, just add the files and play them using the file manager offered by the Blu-ray player (recommended, even if it doesn't have the menus.)