What type of data or file can you save in a CD-rom?

You can't save anything on a CD-ROM. This is because ROM means Read Only Memory. Most songs are like this so you cannot re write on them.

You can save most types of popular picture (JPEG/GIF/PNG etc) video (AVI/MP4/MP1 etc) and music (MP3/ AAC/ WAV etc) files onto CD-Rs and CD-RWs.