There are several ways to burn CDs and DVDs on a Mac.
The first way is that you can put a blank disk into the machine when it mounts to the desktop you can drag files to it and burn that way.
Another way is to right click (or control click) on the desktop and click new burn folder. Then you drag your files to that folder and it creates short cuts to them so you don't have to drag them back or anything. When you have what you want there you insert a disk and click the burn button inside the folder.
You can also create disk images within Disk Utility and drag files to them and use Disk Utility to burn the image to a disk.
And you can always buy Toast, which is dedicated disk burning software with many more options than Finder or Disk Utility offer.
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