You need a CD burning program that'll let you enter the pre track gap time. Default is 2seconds, Nero and others let you enter 0. The first track of a CD MUST have 2sec pregap, but that isn't a problem.
If you have one file containing more than one song/track, the program should let you insert a CD track index at the appropriate points and then split it at those. You now have extra tracks and still need to zero their gap time so it plays thru smoothly.
Key to getting it right is to trim your track lengths snapped to CD frames and burn from 16bit 44.1Khz .wav, otherwise the burner program may insert/delete time to suit without your knowledge, and ruin the transition you want.
You may have to do some creative editing to ensure the Index/Split times occur at musically satisfying moments and preferably at zero crossings in the audio. The point being that musical time, zero crossings and CD frames ideally need to coincide.
Be aware, some players unmute a little late when started from a mid-disc track index, so may miss some audio at the begining. Therefore, try not to join 0sec gap tracks at an essential percussive hit of the following track.
Even if you have seperate tracks where there must be a gap, there is still a creative opportunity to control the gap time, a longer gap before the very last track for instance, you don't have to have every one the same. Also, put a little silence in the lead-in and lead-out of each track (at CD frame snappings of course), again this is because of the unknown time each player takes to come out of mute when play is pressed (cue delay).