If these are multimedia files such as music, pictures or movies then you can launch them to open them. Every other type of file you'll need to open outside of LW.
Go to LW's Library window & click on Saved Files & press the Explore button. This will open the folder for you. You can open or move them from there.
To burn audio cd's see:
http://www.gnutellaforums.com/showth...threadid=25972