Did you close out the CD after burning the last session?
Multisession CDs burned with windows, Nero etc. are not readable by Linux at least sometimes.
the -multi option
K3B is a nice app that used cdrecord. You may need to run it as root for access to your burner.
To answer your question you may not be able to see all files on a multisession CD burned under win32 with Linux.
You can solve that by using K3B, cdrecord instead.