I used to record from Sibelius onto MD. Play through an external MIDI device (e.g. to Yamaha MU10 XG sound module), connect Line Out from MIDI device to Line In of MD recorder. Of course you could use another recording device such as a portable MP3 encoder.
I first thought your posting was asking how to get the !Sibelius application on to CD. That would actually be quite useful, as due to the protection method it can only be installed from floppy and my VA laptop lacks a floppy drive.