Windows 10 default built-in CD/DVD burning feature With Windows Media Player, you can also burn MP3, WMA, or WAV files to an Audio CD that will play on any CD player or car stereo. You can use the Windows 10 built-in CD/DVD burning feature in File Explorer or Windows Media Player to burn movies, videos, music, photos, documents, and other data to a CD or DVD. This tutorial will show you step by step how to burn a CD or DVD in Windows 10 without using third-party CD/DVD burning software. Windows Android Linux Internet How to burn a CD or DVD in Windows 10 (step by step)