How do I turn my game into a .iso?

I want to burn my game to a CD. How I am thinking of it being is that when you click on CD-RW, it launches the game, no installation!
Problem is, I use Ashampoo Burning Studio 2020, which says this (on the pic)
So… How do I do this? A guy on Youtube said get PowerIso, but I don’t know what that is.
Please reply if you know. Thanks!

EDIT: Would it work if I compressed it to a .iso in WinRAR?

Why: game -> iso -> burn image in cd?
Why not just: game -> cd?