i'm going to assume you know how to put the cd in the drive and mount it. once thats done, you've got two choice:
1) run pkgtool and select "Install Packages from Another Directory" specify the mounted cd, choose the packages you want and off you go
2) you can naviagte directly to the packages on the mounted cd
(for example cd /mnt/cdrom/.../xap/XMMS***.tgz) and then use the 'installpkg' command.
both of these actions require you to be 'root'
If your problem is that you don't know what directories the packages are in, there is a file on the cd called PACKAGES.TXT that lists the packages alphabetically, gives there location and a short description.
hope that helped. good luck