FreeDOS and just DOS in general does not support the syntax of cd D:\ you would just need to enter your drive letter in this case D: and press enter, at the prompt and that should allow you to view the contents of your drive. As far as burning an image I am not sure why you would want to do that under DOS anyway, however I think there is a port of the Unix dd command available for FreeDOS in which you could write the iso files to a disc.
If you have already figured this out by now that is great! otherwise i hope this answer helps
FreeDOS doesn't have native support for usb devices: you need to load additional drivers, and those may work or not depending on your hardware. And try to make one question at a time. – errekak – 2017-08-12T21:50:06.693