First you have to scan your prints, slides, negatives and save them in your computer. This can be done using a slide & film adaptor on a normal flat-bed scanner, or using a dedicated film and slide scanner (higher quality, and probably faster, but pricey) such as Minolta.
Then you burn them as a "slide show" onto a DVD or video CD. You may be able to do this using the software which comes with your burner, but others in this forum will probably point you in the direction of other/better software for the job.
Incidentally, you can also put your Kodak PhotoCD picture files into a slide show as well. Somewhere on the Kodak CD you'll find a folder which holds the actual photo files, and you just use those files to create your slide show in the same way as you use your scanned files.