The first way: With the report showing in FTM Publish, click the Share Icon in the upper left.Select Export to PDF and follow the prompts.When it come to the point of saving the file select the CD and click OK.You could save it as an image, HTML File, etc. but PDF's are the most universally readable format.
The other ways is to save the report to your hard disk.Open the directory on your Hard drive where you save the report.Assuming you know how to create a CD, Copy or Drag the file to the CD window.
This last part is software, operating system, and computer dependent.If you need help with this you would need to post the software your are using, the type of computer (Mac, PC, other) you have, and the operating system.(Windows XP, 7, 8, etc. or the Mac operating system)