In this tutorial, it's explained how to get a copy Wordpress running on CD/DVD (from same disk on Windows, Mac OS X and Linux).

If using backup copy of database and web documents directory

Configuring Wordpress to run on CD is trivial, provided you have a backup of Wordpress from your website. Please see this video.

In fact, that video is not Wordpress-specific, it applies to any CMS.

If installing from scratch (new installation of Wordpress)

There is much less demand for installing Wordpress from scratch (compared to installing from backup), so you have to install wordpress from scratch somewhere else (e.g. on your web site), take backup of it, and install Wordpress from backup copy as explained above.