We recommend using iTunes (but you can also use a program of your choosing).
You can read more about converting an Audio CD to a digital file for uploading here.
Please be aware that by default these media players may be set to encode using a compressed audio format such as MP3, AAC, or WMA. These formats are all "lossy", meaning they discard some portion of the audio information in order to create files that are smaller in size and require less storage space. While this is acceptable to many people as a final distribution format that listeners can store on an MP3 player, you probably want your CDs duplicated from a high quality, 16-bit/44.1K file format such as WAV.