I could tell you how to make a CD from the files and folders, using Linux, but it wouldn't be bootable. It would be much easier to locate the ISOs. All distros except for SuSE and a few others are available for d/l. Have you checked on Linux ISOs
How To Check MD5sums On A Linux Iso Image
The cheap CDs are much easier to use IMHO.
I haven't used Microsoft software very much since 1999, so I am unfamiliar with the available CD burning software Windows needs to do the job.
# CD burning copying ripping info
Is it configured and what is the device? Command this to find out:
Adding an IDE CD-Writer to Linux
CD Writing HOWTO
Burning CDs on Linux
# Burn an ISO to disk
cdrecord -v speed=<burning speed> dev=<your device> /path/to/foo.iso
# Burn from disk to disk
cdrecord -v dev=<your device> speed=<burning speed> -isosize /dev/cdrom
isoinfo -i -d /dev/cdrom
# Generate an ISO from a directory.
mkisofs -vrTJUV "Label" -o foo.iso /path/to/directory
# Generate an ISO from a CD
dd if=/dev/cdrom of=foo.iso
# cdparanoia - search for a drive with reporting of autosense:
# Rip a complete audio CD with cdparanoia
cdparanoia -B "1-"
Linux MP3 CD Burning mini-HOWTO
# Convert mp3 to wav with lame
for i in *.mp3; do lame --decode $i `basename $i .mp3`.wav; done
# Burn a CD from wav files
cdrecord -v -audio -pad speed=<burning speed> dev=<your device> /path/to/*.wav
# Erase a CDRW
cdrecord -v dev=<your device> speed=<burning speed> blank=fast