Is it possible to burn a MacOS application on a disk?
Yes, this is possible. Your MacBook Pro's built-in optical drive is a "Super Drive" and capable of writing to at least CD-R and DVD-R disks.

Buy writable CDs and DVDs and insert them into your Mac. macOS's Finder includes the ability to write to these disks.

See How to Burn Files to a DVD / CD on Mac OS for detailed instructions:


  
  Create a new folder on the desktop (or elsewhere) and place the files you want to burn to the disc inside that folder
  Select the folder you just created containing the files you wish to burn to the DVD / CD
  With the folder selected, pull down the “File” menu and choose “Burn ‘Folder’ to Disc…”
  You’ll be presented with a “Burn Disc” window, when you see this, insert the blank DVD or CD disc into the drive
  Insert a blank disc to burn files to 
  Label the disc you want to burn accordingly, and optionally choose a burn speed, then click on “Burn” to start the process