Just Starting Out

Since I'm completely new at this, is this how it works?
I have a bunch of pics of my grandkid. Do I make a dir with the software? and then pick my CD burner from the list to actually write the file? And, I have a sony DVD player( 5 disks) I have read the manual, but it doesn't say if it will play CDR or CDRW just that it will play VCD's