It won't run from a disc by default, you're best off trying to make an installer either with InnoSetup+ISTool, or something easier such as the Clickteam Install creator(both options are free), then make a launching menu for your disc leading to the setup file, your website, and the latest Direct X installation..
Burn all that on a disc along with an autorun file and you'll be fine! You unfortunantly can't make FPSC games load directly from a portable medium such as a CD/DVD so your only option is to make an installer.

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