Here’s a nice how-to report about how to import your music into Audi’s new Jukebox which can be found eg. in the new Audi Q5. By the way, Japan had this feature for years already.
You can take music from a “burned” CD but be aware that the 3G MMI Jukebox is somewhat particular about what brand of CD you use, as well, the format must be MP3. Now when it comes to an iPod or similar device, you have to tranfer the music onto an SD card first and import it or you can use a memory stick, however if this is the case you will need a special designated Audi cable to transfer the music (Cable part #4F0 051 510 G). The jukebox system works very well and is very convenient. If I were to make a suggestion it would be to put the music you plan to import onto an SD or flashcard because the import is much quicker then from a burned MP3 CD. The process to import the music is very simple but make sure on the 3G MMI that you are using a card 4GB or less.
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Source: I am Audi