it is a large overall topic with many smaller elements making up the whole.
Yes, setting a CD ROM up to autorun a website is a common and relatively easy way to get a brochure onto disk. I often do this for clients and you can put a huge range of products and information onto one CD. It is inexpensive and changes may be made quickly and burned to new disks, so it is also quick to alter if a product range progresses or prices change.
Things to look out for are file formats, especailly where animations and/or music are concerned.
You should have no issues with GIF, JPG and PNG image files, with BMP also being supported by most PCs, if not directly supported by all web browsers.
For example, many networks disable a lot of browser features for security reasons, which could break your project if the features required to support it have been made unavailable.
To make a CD autorun you need to create an autorun.inf file that contains the file the system should launch. Typically people often use a small .exe file which launches another file, which in your case would be the index.htm page of your website.
Some links to get you going:
Remember to make a folder inside the root folder of your web to contain any and all elements of the site. Put all images into the iages folder, animations into another folder and so on. Nothing breaks a website more than having a link to a file on your computer like C:\Documents and Settings\Taran\My Documents.