I'm not so savvy about all file types, but if you are working with audio files, and save them as .wav (my preference),
then you will certainly be able to burn them to a cd.
Perhaps what you do not realize (?) is that WavePad, as wonderful as it is, is not designed to be a cd burning software.
If you don't have a burning program yet, perhaps you should try out ExpressBurn for free and see if you can complete your project.
Best of luck !