I suggest you to check if you have enabled the option to access the disc drive on your computer.
a. Click Start, point to All Programs (or Programs), point to Accessories.
b. Select Remote Desktop Connection.
c. Click Options, and then click local resources.
Under Local devices and resources.
d. Click on more button.
e. Make sure that the box which says Drives is checked.
f. Check mark all the drives which you want to access.
Similar discussion here https://answers.microsoft.com/en-us/windows/forum/all/cd-drive-not-found-through-remote-desktop/e57406ec-b589-4151-abff-606964c19293#:\x7e:text=I%20suggest%20you%20to%20check,Programs)%2C%20point%20to%20Accessories
Hope this resolves your Query !!
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