Tech support said something about CD burning should pop up as a shortcut thing on my desktop and ask me if I want to transfer it to a CD, but I could not find anything like that?
That would be an application shortcut I think, to whatever burning software program your using that you've installed. There is generally one shortcut on the desktop, and one in the start menu.
In QuickBooks, I think the backup feature is in the program itself. It only backs up to a zip drive or floppy disk drive. There should be a folder where all those files that are to be backed up are located. I forgot where, I'm thinking it was a subfolder where QuickBooks is located.