The CD will install the drivers for a Windows PC. These will not work for a Linux PC.
For a Linux PC, you do not need a CD. The drivers are most likely available with only one command. Typical commands, depending on the manufacturer of the WiFi device are...
sudo apt-get install firmware-realtek
sudo apt-get install firmware-ralink
To tell which command you should enter, see this page
http://elinux.org/RPi_VerifiedPeriphera ... i_Adapters
To check which WiFi device you have, plug it into the RPi and enter this command