Hello Smiffy
This is not possible for 2 reasons.
1. The USB socket of the T5 will not have enough power to drive the Cd burner.
2. Cd burners need software to be operated. This is not on the Tyros.
However, you can put your recording on a USB stick, transport it to your computer and burn it to a CD there. You can use Windows to do it, or any CD burning apps, several of them are free.