Do you mean multiple songs/tracks in one GB project, or more than one GB project?
For one project with multiple tracks (and by "tracks" I don't mean GB Tracks but "songs") the simplest is probably to use the Podcast Markers, (even if you're not making a podcast) one at the end of each track (except the last), then export (Share) direct to CD.
You could also import to iTunes first, one track at a time, using the Cycle Region.
It it's multiple projects I think you'd have to export each to iTunes then burn to one CD from there.
Let's see if anyone else knows more about it (as almost always someone does).