Well, you can't change an existing non-RW CD, but you can create your own CD.
Burn a mixed-mode CD. That's a CD where the first track is data and the rest audio:
- Put a "Civ2" folder in the data section, and put a copy of your civ2 executable (Civ2.exe) in it (so it'd be D:\Civ2\Civ2.exe, assuming D: is your CD drive). That's all Civ2 needs to recognize something as a Civ2 CD. You can put any other data on it along with that (your scenarios, for instance).
- Add your music as CD audio tracks.