An 'ordinary' CD player doesn't play MP3 files. The CDs you buy in the shops are in a special format, where the tracks don't exist as single files. (If you put one into your computer the tracks will appear to be labelled with the 'cda' file suffix but those 'files' are actually only shortcuts which direct the CD player to the right place in the composite data).
So you can't convert the files, per se. However you can use the 'create audio CD' function within the disk burning program on your PC. Simply select the relevant MP3 files and the software should convert them as it burns the disk.
You'll need to remember that MP3 files are heavily compressed. Converting them back for use on a 'normal' CD will mean that you'll be able to fit far fewer onto a CD. The maximum playing time (including the pauses between tracks) can't exceed 74 minutes. In practice it's best to burn CDs which use up slightly less than the theoretical maximum time.
Chris