To transfer your photos to CD you need only use the Compile a new CD then Data CD choices from the opening wizard. Picture files record like any data CD.
I think the newer versions of Nero will automatically record multi-session from the opening wizard if you select Data CD. What that does is to write a lead in for another session on the same CD so you can record more stuff if you dont fill it. Check your help file for multi-session if you arent going to fill the CD.
If you want to use packet writing (InCD) where you drag/paste in Windows Explorer to RW, image files drag or copy/paste like anything else. My photos are much too valuable to me to trust to a packet written CD as the only source. Packet writing can lose data and RW is not good for long term storage.
You might want to look at this freeware:
http://perso.wanadoo.fr/myalbum/MyAlbum.html It will help build a CD album and lets you organize your photos so you can find them. Irfanview will also build a slideshow you can record but does not have the organizational capabilities. It is a great viewer and free:
www.irfanview.com