Copy files from CDROM to local

I want to copy files from a CD to a new directory on the hard drive. Do I have to be in the CD and write cp filename ....    This is where I get lost. How do I tell it where I want to put it? say the directory is under users on my hard drive?  

To do it in the command line, use the cp command; here's an example:
cp /home/nathanm/smbMine.conf /etc/samba/smb.conf
This would take smbMine.conf from my (nathanm) home directory and copy it as smb.conf in /etc/samba.
For more detailed documentation of this, and many, Linux commands, check out:
http://www.ss64.com/bash/cp.html
(I'm not related to that site though.)
Some options there may help make the process wuicker. Good luck! Go Linux!