How do I make an audio compilation CD which will play in my CD player or car stereo?
Most CD-R drives are capable of writing discs in CD-DA format. Just tell your mastering software you want to create an audio disc and tell it where to get the files from. The mastering software will often have the ability to perform CD-DA extraction itself which can make the process easier, or you can do the extraction yourself with another program, then write out the files later.
Please record responsibly. Before copying anything onto a CD-R or CD-RW disc, please be sure you are not violating Copyright laws. Most software companies allow you to make a back up or archive copy of software. Check your software license agreement for specific details.