Connect the phone to iTunes and transfer songs over (if you use iCloud it'll automatically be on your iTunes account). Now, the layout has changed so you'll have to work your way through, create a playlist and add the songs you want to it then find the button to burn a disc, put disc in when it tells you and Bob's your uncle, you'll get a CD with your songs.
Hope that's right, they've updated iTunes to a new version since I last burned a CD and the layout has changed.