Very easy indeed if you have a rewritable CD drive. The answer depends on your experience - the simplest is to launch a web page with autorun. The main problem is that autorun has to launch an executable file which a webpage clear isn't. However, there are some solutions: HTML Runner AUTORUNing HTML
The first is a VBScript which (given the problems with viruses) might not suit.
It would be a good idea to test that you've got things right with a CD-RW disc but the above tools are quick and simple to set up and the main problem is deciding on the format have the interface in (if you are using something like Flash you may wish to cut the plugin to the CD as well) and make sure your instructions on the CD are clear for people without autorun.
However, there are also more complex software solutions which allow you to create full multimedia CD-ROMs like: www.macromedia.com/software/director