How to burn to a live cd

How can I burn downloaded parts of a live cd to one total live cd?

If what you want is a music CD, your burner software will include the files you indicate to it (supposing you’re in your right to do so) without making any judgement about the nature of the files, no matter they are classic, pop, rock, jazz files and studio, live, stadium recorded or whatsoever…
So, if you end up with a Live CD it is just because you organized and burned a project with just music files recorded live.