Depends. What are you using to play audio CDs on your system? (I mean PC, not your hifi system)
My first guess, without having more info available, would be your disc contains both audio tracks and a data session (mp3 versions of the tracks, bonus content like photos, etc.) - by default, your computer sees only the data when the disc is opened in Explorer.
A proper disc playback app should still see the audio tracks, of course.
Can you describe in more detail what happens/what you see when you insert this CD?