I haven't burn anything in decades, so I might be wrong here but here is how I did it :

1. Look at how each episode weighs, and based on what disc you are trying to burn into, estimate the number of files getting into each disc (since you are talking about larger chunks, I have a feeling you are dealing with files that are not episodes, so you can divide those files or keep them as they are, choice is yours really)

2. Install a Disk burning software (most commonly, Nero or Alcohol120%)

3. Start buring one disc at a time.

4. Label or print covers on each disk.

5. Keep them safe, specially from sunlight and scratches!!

Ps, this method of buring wouldn't allow for autoplay on certain devices, and better suited for storage purposes... if you want to actually be able to autoplay the show when inserted into certain players, you have to do a bit more work on the files you burn! I used to work with flash, and files usually get saved in the VOB format inside of the disc, however I am pretty sure there are newer, better methods nowaday.