@sealegs I am not familiar with Macs, but I have burned thousands of CDRs on PCs. You need to burn them as audio CDs. It sounds like you burned the .wav files as data. Data CDRs won't play in a regular CD player.
Look for audio burning software. Any good computer should come with this capability these days, but you may have to download an audio burning program. There should be lots of free ones. It’s been probably two decades since I’ve burned an audio CDR, so I’m not sure what’s good these days. Shouldn’t be too hard to find, though.