It depends what sort of CD you mean. If you mean one you can play on any CD player you need to use software which will "create an audio CD". In that case you will get about 80 minutes of music on a disc. Many modern CD players, especially those in cars, will play MP3 CDs. If that's the sort you want jst copy the MP3s directly onto the CD. Depending on te bit-rate you chose, you can get upto about 12 hours music on a disc.
Assuming that your computer has a CD (or DVD) writer (or rewriter) built into it (and, of course, that you've put a blank CD into it), open Windows Media Player and click on the 'Burn' tab. Use the left-hand pane to navigate to the location of the relevant MP3 files and drag them into the 'Burn list' box on the right. Click 'Start burn'.