Welcome to the forum
To write on CDs, is necessary to use a proper software. There are many available, some easy, other bloated with (for the most) useless features, and other excellent. Some are free and other are really costly.
My suggestion is ImgBurn (free, easy to use, and it has also advanced features).
However, to get better suggestions, some more information are needes. What type of CDs do you want to do exactly? Are these movies? Music? Computer data?