Dear Hemantjee, if the original audio CD is without any copyright protection,then you can copy it direct to another cd with the help of CD writer or you can copy it to your HDD and then take it on a CD.

Copy music files from an audio CD

1. Insert the Audio CD and start Windows Media Player.
2. If WMP is in Skin mode, press CTRL+1 to view WMP in Full mode.
3. Click Copy from CD. Or, on the File menu, you can click Copy, click Copy from Audio CD, and then choose the drive from which you want to copy.
4. Click to select each audio file that you want to copy. By default, all files that you have not already copied are selected.
5. Click Copy Music. This copies the file into the My DocumentsMy Music folder by default.
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Depends of type of files format on the CD if the file formats are CDF type , then preferreabley convert it to mp3 format ,or if the PC have two disk drive one can make a copy of this directly , (Though this sort of copying is illegal)

First install in hard disk then copy it to another

Copy it nd give it.