if the file is a data cd, and you have access to the file, it can be copied the same as any other file. When a file is burned to a cd, it is given the read-only
attribute, but this can be removed once the copy is on your computer, by right clicking, select properties and clearing the box marked read-only.
If you are talking about a file such as a .VOB which are encoded carefully, you will need a program such as dvd-cloner (not free) to extract it, I have had great success with this program, and have backed up many files thanks to this little program.
If this is not what you were looking for, post again/edit your post to be more specific.