Burning a CD means putting an empty and recordable CD media into your optical drive (which must be CD-R/RW or DVD-R/RW capable) and then using a CD/DVD burning software to record the image (ISO file) directly to a CD or DVD media, resulting effectively in a fully functional "copy" of that CD/DVD. A free and easy software for burning is ImgBurn:
http://www.imgburn.com/
Use the first option "write image file to disc", select the image file (your ISO) and then the target device to burn (put the empty recordable media into your optical drive first), and wait.
You then have a fully functional SACD with all tracks which can be listened on a CD player; if you choose so, you can then rip the CD to create WAV files, use a software such as...