If you drag and drop data directly into the DVD drive, it will not burn directly to the disc, but if you load a blank disc and enter the drive directory, you will find that the files you dragged into the drive are semi-transparent and are in a directory called "Files to be written". This is where you can right-click and select Write and follow the system prompts to write to the CD-ROM.

Note that you can't write to a CD-ROM if it already has files on it, unless your CD-ROM is erasable, in which case the files can't be changed after a single write.