How does all the pictures and information get in a CD?
Somebody puts it there!
There are special machines you can hook up to your computer
(costing a few thousand dollars I think) that will take a
blank CD-ROM and print whatever you want on it. I believe th
process is just to use a laser (a lot stronger than the
one used to read the CD) to punch little holes or make some other
kind of mark in the surface of the disk.