Adding some more information in your Title would help us! Such as "My first install cannot detect my cd room.So how to proceed?".
Providing more information on your system would also be helpful. Such as the distribution of Linux that you are using, the hardware on your system, and the type of cdrom. You can get some of this information from command line utilities and some from files. Ask if you need help.
Try to see if your cdrom is listed in dmesg.