Use the Wizard and tell it you want to burn an audio CD, assuming that it's
an audio CD you're wanting to create. The final screen shows you a "File
Browser" window on your right and a compilation window on your left. Use
the file browser as you would use Windows Explorer to locate the music files
on your hard drive, and then drag & drop files into that window on the left.
When you've got a full CD's worth, click Burn (ninth icon from the left at
the top of the screen.)
If for some reason you don't know where on your hard drive you are storing
your music files click Start > Search and look for a song by name.