To deliver a CD/DVD, just copy all files from the folder deploy to the CD/DVD. If you want to install the files from the CD to a hard disk drive, use the ready to go installer.
Never start the Multimedia Player for testing before you make the CD/DVD, as the license file is modified with each start and cannot be used any longer for distribution. The CD/DVD must be finalized (no modification is possible after the CD/DVD is burned) and it must be a Read Only CD/DVD. Don't use a Live File System (CD/DVD can be used like a hard disk) like Vista offers. The best option is to use a CD/DVD burning software which makes sure, that the CD cannot be modified after burning.
Using a RW CD/DVD would result in an error because the Multimedia Player would try to modify the license file. When the Multimedia Player is directly started from a CD/DVD, then the license file is automatically copied during the first program start to a folder on the hard disk, where each user has a read and a write access.
See also
Adding an Installer