To see all of your MP3 files listed you DON'T need to open WMP at all. Simply go to the folder where they're located. (If you've used the default location, click the Start button and then on Music. Otherwise navigate to the relevant folder in the usual way and double-click to open it).
Then open WMP alongside the music window and drag files from your music collection to the subset which you wish to burn.
However WMP is pathetic software anyway. It started out as a badly-designed media player and then had an equally-bad disc-burning facility bolted onto it.
Use the world's most popular media player to play your audio and video files
https://www.videolan.org/vlc/download-windows.en-GB.html
and the world's most popular disc-burning software to get them onto CDs
https://www.ashampoo.com/en/usd/pin/7110/burning-software/burning-studio-free