A CD-R may not be large enough for all the unpacked items from the download manger, which would around 1.5 GB,. It could fit on a CD-R without the x86 installer though. A standard DVD-R would have ample space for all. Other storage options are a USB drive or a cloud drive account like Google, pCloud, Mega, One Drive, ect. Some give you up to 15 GB free, there may be a max single file size restriction on Google and One drive. I am not sure about Mega.
btw, welcome to the Magix Sound Forge users community @ken-m.