Burning a CD-R or CD-RW has been a part of Windows since the introduction of Windows XP in 2001. When Windows Vista came out in 2007, there was added the capability of burning to a DVD-R or DVD-RW. Both XP and Vista allowed you to "drag and drop" files in Windows Explorer from your hard disk or other media to an optical drive which had a writeable CD or DVD inserted. In Windows Vista, you could choose to format the optical media with either the Live File System or the Mastered system. In the former case, you were thus enabled to copy files to the disc at any time (as long as there was room left), rather than having to copy all the files at once. But if you chose the Mastered format, your CDs/DVDs were more likely to be compatible with earlier versions of Windows.
However, not until Windows 7 could you burn a "bootable" CD or DVD without resorting to third-party software such as Roxio Easy Media Creator or Nero Burning ROM (or various free products you could download from the internet, such as CDBurnerXP.) You would have available on your hard drive, perhaps, a large file you downloaded from the internet with a file name extension of ".ISO" or ".IMG", but you find that just copying this to a CD or DVD with Windows' own built-in CD/DVD burning capability would not get you a bootable CD/DVD. But now, in Windows 7, all you need to do is right click on that .ISO or .IMG file and select "Burn disc image" from the Context Menu that scrolls out: