First, you should prepare a burning software, like Nero, ImgBurn, or WinISO.
a blank CD, DVD, BD is essential.
For example: Burn a CD with WinISO
1. run WinISO, click "Burn" on the toolbar
2. choose the file you want to handle.
3. click "OK"
It's the easiest tool I have used. You can just have a try.
Get more information at this page: http://winiso.software.informer.com/