You should be able to use a burned image with an emulator. However, I am unsure about the actual CD unit.
Also you have to make sure the audio is in the correct format if you want to use it on the real unit (convert from MP3 to a WAV should do the trick)
There have also been issues with some games where the time on the music tracks (possibly video?) don't match up and the game won't play right, or at all.
It's all trial and error


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