It turns out that WMP in Windows 10 will not do this. Ahead Nero will do it but my license is so old that I would probably have to buy a newer version for Windows 10 and since this is a one off for a friend I'm not about to spend money on the solution.
There seem to be lots of solutions out there for burning an Audio CD that will be recognized and have track/artist names automatically populated when played back on a PC/laptop.
However, what I am trying to do is have this information displayed on a (non-Internet connected) CD player like you might find in a car. So the information needs to be burned into the CD-Text of the Audio CD.
Anyway, I found a free solution if anyone else needs it. In summary you:
1. Burn the Audio CD using whichever software you want (without any track/artist info).
2. Rip the CD you just burned with ImgBurn. This creates a BIN file image and importantly a CUE file.
3. Edit the CUE file in a text editor and add Artist/Track names etc.
4. Burn another Audio CD in ImgBurn using the edited CUE file.
Here's the detail which includes links to ImgBurn -->
https://www.newcyberian.com/cd-text.html