If you have PSA SE 3.0, you should be able to see the option Burn to CD in the File Menu. If you cannot see the option, you need to update PSA SE 3.0. To do this, go to Help->Check for Updates. If you are connected to internet, an update will be downloaded automatically. After installing this update you should be able to use File->Burn to CD option to burn your pictures to a CD.
To export them to email, just select File->Attach to Email.