Burning problem

Laptop = HP ENVY running Windows 8.1

iTunes version 12.1.2.27

When trying to burn a playlist of songs purchased from iTunes and never before burned, the "burn to disc" option doesn't appear in the file drop down menu.

I am using a blank Memorex CD-R disc, 52X, 700MB, 80 minutes and can't even burn a playlist with one song.

Why not?