How can I copy a file from a CD when Finder reports error code -36?
Error code -36

-36 (ioErr) (I/O error) is a file system error, it indicates that data cannot be sent or received by the operating system. Historically, errors of this type were bummers. 

Finder: source and destination

Think not only of the source (the CD); think also of the destination. 

The file

What is the one file that Finder can not copy? 

The file system

What type of file system is the destination? The answer will be amongst results to the following command: 

mount

A volume with file system type hfs should be good for most purposes. 

Depending on what you wish to copy, other types of file system may be equally good. 

Disk Utility

For copying a CD in its entirety – or for imaging a file system within a CD – Disk Utility is ideal.