You can easily find all jpeg images on your computer, at any time, simply by running a search for *.jpg.
Images aren't 'in' any particular program. They're simply in a folder on your computer's hard drive, from where they can be accessed by any suitable software. That includes all image viewing and editing programs as well as all programs for burning files to CDs or DVDs.
Put a blank CD/DVD in the relevant drive and open your disk burning software. Navigate to where you now know your images to be stored and add them to the list of files to be burnt. Click 'Next'. (Those instructions are, of necessity, slightly vague as I don't know what disk burning software you'll be using).
Chris