Hi Ray Data in your KN7000 comes in two forms
a) That which is part of the operating system and built in sounds and rhythms for which there is an initial data disc.
b) The material you have produced and saved on your SD Card which can be simply saved (probably the wrong word) on the software called KN7000 SD Explorer.
The Cd ROM has a different purpose completely - which someone else can probably explain better than me.