As others mentioned, you have to leave the media open (do not close the session) on the CD-R, DVD-R or DVD+R type media. If you close the sessions (this is typically an option most if not all media burner software offer then you cannot add to that media again.
To always have the capability to add any time or be able to erase whatever is on the media and re-write to it, you will need to use CD-RW or DVD-/+RW type media where RW stands for
Re-
Writable.
Here are 2 of me favorite free media burning software if you needed one:
The Official ImgBurn Website
cdrtfe - open source CD/DVD burning program (cdrtools/Mode2CDMaker/VCDImager Frontend/GUI)