If you go to 'My Computer' it should display the CD Drive and the title of the cd that has been loaded. Clicking on that will link to the cd for you to explore.
If it is not 'seeing' the cd, this could be due to :-
a) it is a dvd (on a cd only drive)
b) being from a region different to yours and your drive not able to access such.
As a matter of interest, where are you located? I am in Hammersmith, West London.
Good Luck - Keep us posted.