Having completed your Sequel project, you can export all tracks including the effects and automation into a folder of your choice by selecting the file menu and "Export project as audio file". Please keep in mind to choose "16 Bit" and "Wave File" (PC) or "AIFF File" (Mac) in the export dialog first of all as this is the standard format used for audio CDs. It should be compatible with all applications able to write CDs.
The newly created audio files can now be loaded into any application of your choice for burning a CD.
A second option would be to use "Export project to iTunes" because iTunes itself is able to burn CDs as well. An installed and current version of iTunes (7.1 or higher) is of course required for this to work.
For more information on exporting projects and burning CDs, please have a closer look at the Sequel export tutorial and the documentation of the application you intend to use for creating an audio CD.