In itunes drag your file into the left hand side (Library)

Then hit the Plus sign on the lower left of the screen

this will create a new playlist.

Name your new playlist

Now drag your audiofiles into your new playlist folder.

When finished, click on your new playlist folder.

Now you should see your song names.

On the upper right of the Itunes screen you will see a “Burn” button. Insert a new CD and click burn.