I'm just getting a ZR76 used in a few days. Haven't had my hands on it yet. But you can get all the old Ensoniq and EMU manuals at www.syntaur.com.
With regard to CD burning, however, this is mainly a sequencing software and soundcard matter - its not particular to your synth. You need a sequencing program like Cakewalk (or even a cheapie like PowerTracks for 29 bucks, which is what I mostly use, from www.pgmusic.com)
that can convert MIDI files to wav files or whatever your CD burner requires. Both of these software programs can do that. Then, with the right soundcard, both software program manuals (Cakewalk, PowerTracks, and many others) will walk you through burning them to your CD. I havent done much actual CD burning myself..but its not your synth that is the issue - its your sequencing software and soundcard capabilities. Do you use a software sequencer now? Does the manual have a section on converting MIDI files to audio and burning them to CD?
When you make MIDI files youre just recording a string of 0's and 1's numeric data commands, no actual sounds, to your computers hard disk. When you convert to audio files your hard disk will capture the actual complex wave-forms of all the sounds played by your ZR76 and this will use up a lot more hard disk space. Do you have at LEAST a 20g hard drive with lots of space available ? Then..from these..you edit for sound quality (you can no longer edit in and out notes and all that cool MIDI stuff) with your sequencer software program and then go through your computers soundcard to the CD burner to make a CD.