how do you download a photo project to a cd

Once the disk has been imported to your computer you can control-click it then burn photos to it.

Your question is not clear

If you want to export the project to use elsewhere you can not - you must move the entire intact library

If you want a PDF pf the project make a PDF (either as a preview or a print) and burn that tot CD/DVD

What is it you want to do? What version of iPhoto and of the OS do you have?

LN