you need a drive capable of burning CDs. If you have a very old computer, you may not have a burner. Yes, you can replace it with a burner if you need to.
Here's a tool that'll tell you most everything about the hardware and software environment on your computer. Download PC Wizard. Then click on the Drives icon and you'll see the Manufacturer/Model of your CD drive and a list of all its properties (including just what type of CDs and DVDs it can handle and whether it only plays them or can burn them)