With pictures its as simple as drag n drop ( or cut n paste) A CD has 650MB of storage so you'll be able to fit loads of pictures on it.
Another way is to use a burning program such as Nero the latest versions can make a photo slideshow for you too ( video CD ) .
As for video, it depends on what you want to do with it once on the CD. If it's just as a backup then either drag n drop or Nero data CD option will work.
If you want to watch the videos on a standalone DVD player on your tv the best option is to burn them onto DVD ( video CD for moving oics is not really good quality ). For this you will def need Nero or another program similar to this such as Sothink DVD creator (freeware) which will convert AVI files (as well as others ) into DVDs for you.