Are you wanting to create a DATA DISK or make an AUDIO CD?
A data disk is just burning the sequencer file to a data cd (if you have a cd burner you probably have Nero)
For an audio cd, export the song to a stereo 16bit/44.1khz file and then use a burner program like Nero to create an AUDIO DISK. (bet your help files will tell you - or the manual if you didn't torrent the program ;-) )