CD question

I'm wondering, and this is probably REALLY stupid, but is there a way to partition a CD-R at all? I'm thinking if I put songs on one I can use it in my car stereo, but if I stick a picture or two on there as well, I don't think it will work, but I'm not sure.. I do know I can't select "Make Audio CD" and put a picture on it anyhow... Any thoughts, or past attempts?

How would a record label put a CD together with music video's that could be played on a computer like they use to do? You know what I mean?