How to get my MC midi recording to CD?

I'm a beginner. I purchased Cakewalk Music Creator v. 2 bundled together with Cakewalk Pyro. I have been able to save a recording from a Yamaha P120 piano input to my hard disk as a cakewalk project file (and then as a midi file). My question is, what is the most straightforward way for me to convert this file into a format that can be burned to a CD? I first opened the Pyro program, figuring that it would be able to do whatever conversions were necessary and burn the recorded file to a CD. However, I quickly realized that Pyro does not recognize either the midi or cakewalk project file format (i.e., these files do not show up in the window for this folder when I open Pyro). If I'm understanding the help information for Pyro, it seems to indicate that Pyro only recognizes MP3, WMA, or WAV files, not midi. So then, I went back to Music Creator to look for a way to convert either the cakewalk project file or the midi file into something that Pyro could recognize. I read somewhere that midi tracks in Music Creator could be exported as audio files, which could then provide the bridge I needed. But when I highlight the track in Music Creator that comprises the midi file I recorded, then go to the export option, the "audio" option is shaded out and not available. I'm sure that there must be a simple answer to this, but my background knowledge in this area is so shallow that I'm starting to get a headache. Any help appreciated!

Or if you have several midi tracks and they are properly routed thru a softsynth, then you can hit bounce to track(s) and it will make a stereo wave file of the mixd down tracks that can be exported and burned to a CD.

Bounce to tracks, should not cause static, I would think there is some issue in your signal chain that nned attention. However one can do it on a track by track basis, and convert all Midi tracks to audio then do a stereo mix down, that will give better attention to detail, but takes much longer.