You have to stream the files from the Dreamcast via the Broadband Connector as the discs are in GD-Format.
If you have the complete set already done for you,

you can then burn them with DiscJuggler. You can make them autoboot by adding a file - look around for it.
I would use Ritek CDR discs and burn them at 4x. Use any other discs like TDK and you will be in fail-land.
I just stick them all on a HDD and get NullDC to load them in.
Oh and before you ask nope and nope.
