Q: I can find no CD slot. How do I load games or music CDs?

The rMBP doesn't come with a DVD/CD drive like older MBP's did. You'll need to buy an external USB Optical Drive to do what you're trying to do.

No more optical drives, it's a exernal option now.

A lot of software based on cd's is for PowerPC processors that the new Mac will not run anyway.

You want software, you go to MacUpdate.com and download it, then a lot of it you will have to right or conrol key click on it to "Open" as Apple is trying to restrict outside sources of software.

https://www.macupdate.com/

You can install some software at AppStore (Apple menu) but a lot of it is hobbled due to Apple's restrictions, no trialware etc., etc.

Better to download direct from the developer, but some are now only on AppStore and charging for their software and later you find out you don't like it.

https://developer.apple.com/appstore/guidelines.html

How to uninstall/install software on your Mac