Some advice for new users:-
In Reaper's waveform window, click at the point you want the first CD track to start (normally the start of the project), and type
M (shift/m) which will insert a marker at that point, while also opening the marker info dialog box.
In the "name" field of that box, type
# which tells Reaper this will be a CD track. You can follow that with any other stuff which will later become CD text for the track.
Do the same for each point in the project where you want the previous CD track to end and the next one to begin.
Don't forget to name each marker with # else it will not become a CD track. The last marker you insert will create a CD track from that point to the end of the project.
Save the project when done.
Now render your project to a 16 bit 44.1 kHz stereo wave file if you haven't already done so (see user documentation for details if you don't know how). That format is required for audio CDs.
Now you need to create a CD burning "cue sheet" from the markers in the project file.
Go to
http://www.cockos.com/reaper/utility/cue.php and browse to the correct .rpp project file - click "submit". Wait. After a few moments, the cue sheet for the project file will be returned and you should save it ideally to the same directory as the project. You may need to rename it - make sure the filename extension is ".cue".
If the CD burning software you normally use can
burn from a cue sheet, check its help file for how to proceed.
Otherwise the freeware burning program "Burrn" can be downloaded from
http://www.burrrn.net/?page_id=4 (click on the "download" link there). Once you've installed it, just drag the cue sheet file icon onto the Burrn program icon, and click "Burrn". That will produce a CD with tracks starting at each Reaper project file marker named "#".
Oh - don't forget to insert a blank CD first.