Just insert a blank CD-R(W) in your burner, make sure that System preferences -> CD & DVDs -> When you insert a blank CD is set to Open Finder (or Ask what to do), it will then appear on your desktop (unless you disabled that by un-checking CDs etc. in Finder preferences -> General). Just drag over the files you want to burn and in Finder choose File menu -> Burn Disc...
Alternatively you can make a New Burn Folder in Finder, fill that and burn...
Very easy...
For advanced options check out Disk Utility (free and included in /Applications/Utilities) or Toast (non-free 3rd party app).
Edit: Beaten... 😱 Too detailed... 😉