It is not possible to copy a program already installed on your computer to a CD. However, if you have the installation CD, it may be possible to copy that, depending on the program,. Some program CDs block this, but for those that don't, the process is simple.
Create a folder on your desktop and name it something you will remember.
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Insert the program CD and ignore any Autoplay options your computer offers. Go to My Computer, then right-click the icon that represents your CD drive.
Click on "Explore." Windows Explorer should display the folders and files that are on the CD. Select all of the folders and files by clicking and dragging your mouse over all of them.
Hold down "Ctrl" and "C" to copy the folders and files. Open up the folder you created on your desktop and hold down "Ctrl" and "V" to paste the files and folders. It should take a few moments for the files to transfer; if the files appear instantaneously, they may have not copied correctly. You may have to try a burning program to accomplish this task.
Eject the program CD. Insert a blank CD-R or CD-RW. If Autoplay offers an option to "Burn files to CD," click it. If not, go to My Computer and double-click the CD icon to open it.
Highlight all of the files in the desktop folder you created, then use "Ctrl" and "C" and "Ctrl" and "V" again to copy and paste them into the CD window. An option should appear in the left sidebar to "Burn files to CD;" click that to begin burning.
Eject the CD when it has finished burning. To test the CD, place it back into the computer (or into another computer) and see whether you can run the program installation process.