You are posting a question that is just about the same for me! I have done it in the past, but not recently. Also, I have third party software that can be used for "burning" music to a CD.
First, have you already downloaded the "music" from YouTube? That would be the first step.
Next, you would need to "burn" enough songs to the CD to fill it up. The reason for that is if you want to be able to just put in a CD into a DVD/CD drive and have it start right away to play songs, you then must "burn" the music to a CD-R "disk". You can only do that "burning" only once. So if you were to "burn" only one song (or a few songs) to a CD-R, and then later tried to songs to that CD-R, you can't.