I'm not sure what you mean by 'CD thing'. Do you mean the case the game came in or the optical (CD) drive on the computer? If you mean the case it came in, it should open like any standard CD/DVD. Just by pressing onto the indentation on the side with your thumbs and pulling your hands apart.
I'm going to assume you mean the optical drive though. If it is a tray loading optical drive, there should be a small eject button next to the tray that opens it. If you can't find it, you should be able to open it in Windows Explorer by right clicking the icon of the drive, then choosing Eject from the context sensitive menu. You can close the tray in the same manner, only this time Eject will be replaced with Close Tray or something similar.
If...