To burn a CD in the lab, insert a blank CD into the CD drive. You'll see the following dialogue:

Choose Open writeable CD folder using Windows Explorer. You will get an open folder into which you can drag the files you want to back up. The files and folders will have a special icon:

You can also put .zip files here if you want to fit more on the CD.

When you've put everything there that you want to put on the CD, click on Write these files to CD in the top of the lefthand area of the window. The files will be burned to CD. This will take a few minutes, depending on how much data you are writing to the CD.