A CD is by defintion read only (or if you will write protected). It might be possible to write to a CD-RW and keep the database open for writing [not sure haven't tried it]). The CD is a great medium for moving databases, especially if they are not connected by a network (internal or external), but it isn;t apporpiate for what you are trying to do.
Your user will need to copy the file(s) to their local disk and run the copy there. Note by definition thatwill then bcome the data (& design if you haven't split the data from the forms & reports) master. Unless your user has designed in a method of handling remote data integration (ie bringing data back into a central db) then they will have a real problem.