OK, thanks for the screenshots.
Which exact model MBP or Mac? On those Macs that do not have an optical drive built-in, those options will not show unless there is an optical drive attached. If your Mac does have a built-in optical drive, then they should appear. If not, then there may be something up with the optical drive itself.
Here are some screenshots from a 2016 MacBook Pro with USB-C to USB adapter and MacBook Air USB SuperDrive running Mojave:
MacBook Pro 2016 - No USB SuperDrive attached - No CDs & DVDs preference pane
MacBook Pro 2016 - USB SuperDrive attached - CDs & DVDs preference pane appears
MacBook Pro 2016 - No USB SuperDrive attached - no CD options
MacBook Pro 2016 - USB SuperDrive attached - CD options appear
Does your Mac mount discs to the Desktop?
C