You can use just about any burning program there is for simple image burning. However, for burning images of games etc. a special program (Alcohol 120%, CloneCD and BlindWrite are good choices) are a necessity. You should take into account that there are several image formats such as the most known one, ISO. To burn an image of a HDD, there are special programs for this such as Norton Ghost etc.. (Nero has that option as well but many report that it's not the most reliable one).
Just put a cd in, go to my computer, open up the disk then put the files of the img's you want to burn in the cd window, then click on "write these files to cd"
An image is a compilation of the CD before it's burned. Almost all burning suites can burn images. Usually you'll have to specify this in menus, ie. Nero (Disc-> Burn Image File...). It will ask you what type of disc it is, but that's just so it burns better.