You can burn CDs or DVDs as long as you have the right kind of discs. The burner is optional.

The fact that you would need a device to place data on a recordable CD or DVD seems pretty self-explanatory to a lot of people. Unfortunately, to some, this concept never occurred to them.

When I worked for the big box electronics store we would have customers come in all the time asking what kind of CDs to buy. They knew they wanted to make music discs or that they wanted to back up data. But when asked what kind of burner they had (had to know what speed the burner was in those days) the answer was: "Oh. You have to have a special CD drive to do that?". Cue the obligatory 15 minutes you have to explain and show the customer the CD burners. Unfortunately, nine times out of ten the customer would then say thanks and leave.

This is likely not as common today, since burners normally come with most machines now and disc technology has decently standardized.