You can find instructions for deploying a course in the Deploying the Course section of the manual.
Here are the basic steps:
1. Click Publish Course
2. Select CD-Rom as the method.
3. Choose the operating system: windows or mac (If you want both just publish it twice.)
4. Check the box for Using Flash cookies if you want a bookmark placed in a course. (This will only work if they user allows Flash cookies.)
5. Click Publish.
This will copy a new file to your project folder (player.exe for windows) (player.hqx for mac). Now you simply copy the entire project folder to a CD-Rom or flash drive. The learner will need to access the player.exe or player.hqx file to start the course.