You didn't say whether you want to do this via a computer.
You don't have to have a computer to do it, but you do need an audio CD recorder, which is a piece of hi-fi equipment. Within the hi-fi world these recorders replaced the audio cassette decks. The only thing to beware is that they use 'CD-R and CD-RW AUDIO CDs'. They cannot record on to computer CD-R and CD-RW DATA CDs.