To transfer an audio CD on hard disc it's not sufficient to drag and drop files from the cd in windows explorer. It is necessary a proper software named "ripper".
One of the best audio CD rippers is Exact Audio Copy (free but not exactly easy to use mostly for advanced settings).
A good alternative is CDex (free and opensource).
With these softwares you can transfer all your audio CDs on hard disc, but because of the large file size I suggest to compress files using a proper compressor.
The main possibilities are mp3 and ogg (so called "lossy codecs", i.e. softwares that compress audio files partially removing some contents) and FLAC or APE (so called "lossless codecs", that compress files removing nothing from the original, so the quality is identical to the original CD).