I'm a Mac user and we have different ways of doing things compared to Windows. However I found these links from the MicroSoft site which might be helpful:
How do I import photos from a digital camera, memory card reader, CD, or DVD? - Import Photos Burn a CD or DVD in Windows Media Player
I also found this site:
Managing Files, Photos & Music in Windows 8 which explains it all and also
View Photos from the Windows 8 Desktop.
Ignore the name of this website, it's actually a very helpful website with good explanations and sample images.
No doubt you would burn a Data CD. With only images, it should also be playable in a DVD player. At least on the Mac, arranging them into folders representing topics will result in these topics showing in a menu on a DVD player. I'm not sure if this is the same if using WMP.
mp3 disks can be arranged the same way such as folders for artists and maybe album folders. And likewise disks that have video files on them such as mp4, etc. if your DVD player supports such formats.