cd /to/directory
in linux you mount your drives to a directory. the drives being /dev/hda or /dev/hdb with a number following depending on partitions.
Same thing with cd roms and floppies, you mount them to a directory for example
mkdir /cdrom
mount /dev/cdrom /cdrom
cd cdrom && ls -al
do that to see what's on your cd rom.
To make this more clear. On Windows you have your hard drive C: and then other drives (could be multiple hard drives or cd roms) and when you open them you're at the root directory. In linux that'd be /. But in linux, you can have seperate partitions or drives being different /directories. For example, /dev/hda1 could be / and /dev/hdb1 could be /home. /dev/cdrom could be /cdrom or whatnot. It just depends on where you mount it.
Check your /etc/fstab to see where things are mounted then just cd /path/to/directory to get to that drive. If it's not in your fstab you'll have to mount it manually.