The following applies to Win 98 which is my OS.
Any of the CD writer packages will allow you to create CDs. I have Nero and all you do is drag and drop, like you would do in Win Explorer, what you want from your hard drive or other device to the selection list. It automatically keeps track of what you selected and how much space is left on the CD. After completing your selections, you just burn the CD. Optionally, you can "test" burn it to see if every thing is OK.
To select files from an existing CD; just use Win Explorer to copy the file to whatever target destination/device you desire.
Now if you are refering to a single file that exceeds the size of an individual CD, then you have to subdivide the file into one of more files that do not exceed the size of one CD. The old DOS SLICE.EXE or the newer Win version, SLICE32.EXE programs will subdivide one file into as many files as you want. Then you use your CD Writer software to copy these split files from your hard drive and burn the CD.
You can download these SPLICE programs from the web.