First you need a sound card with a line-in socket. Recording software should come with the card.
Plug a cable from the line-out socket on your cassette player to the line-in on the sound card, open the recording software, and record your tapes onto your HDD. You probably do this manually a track at a time so that you can record them as separate tracks onto your CD.
Then you use the software that comes with your CD burner to create a CD using the tracks you've saved on the HDD.