1) You must have a CD-RW drive and have CD-R or CD-RW disk.
2) If you have a CD-Rom together with the above; then you can use the program comes with CD-RW drive to “copy” all the data to the CD-ROM disk.
3) or you can make a directory in your hardand copy all the data to disk this directory.
Then copy all the data without the name of the directory. For example, make a directory in C: (your hard disk) as c:\win
then in the explorer to choose all the data under this directory; then copy to the CD-R disk.
(But what are you making this bootable CD for?) Please don’t use it for illegal stuff.