Pretty simple thing becomes a bit complicated.
First, calibre copies i.e. pdf file to the directory that one
named as the output directory, when configured for the
first time. Then it converts whatever to epub in the same
directory. Nothing more, nothing less. If one wants to
burn epubs to cd/dvd, nothing might stop him/her. I
think it is a mess of files and it is better to store resul-
ting epubs to separate directory, followed by removal
of content in calibre. In other instance, if one uses those
files and makes calibre the app to put them to the reader?
Fine again. Since the question was about making cd/dvd,
I think there is nothing to be said more.