After putting the CD nto the CD/DVD drive I hit alt+f2 and I can view the drive that the pictures are in and I can view the pictures but I can not find a way to put the pictures into a folder or file on my computer. Can someone help me with this please?

Try drag and drop into the folder or to transfer all right click in a space where the pictures are, choose Copy than drag all into the folder (open rox-filer or spacefm and navigate to that folder on the PC)