There are several ways to transfer the photos from the memory card to the PC:
1. If your PC has a built-in SD memory card reader, you can put the camera's memory card into it.
2. You can add an external memory card reader to your computer if it doesn't have a built-in one.
3. You can connect the camera to the computer using a USB cable and let the camera act as the card reader.
Once connected, simply copy and paste or cut and paste the photos to your chosen location on the computer.
To transfer the photos from PC to CD/DVD will depend on what software you have available to create the disc - usually you can simply copy the photos onto a disc, burn it, and then play it as a slide show on your TV.
To add background music to a picture DVD is possible, using software.
If you don't have any suitable software, you could use Smilebox for this: http://www.smilebox.com/