In CM (or CMP) you can select multiple items (left mouse click on each while holding down the Ctrl key), then right mouse click on any one of your selected items, then select Save to CDP from the pop up menu. Select a drive and folder then enter a suitable name.
All the selected items will be combined into a single CDP "pack" file which you can archive to a backup drive or, if they are your own creations, upload to the DLS.