That would generally require the "Enhanced CD" format (A generalized version of "CD Extra").
The audio is in the first session, the second session contains the data. CD-Audio players are generally NOT multisession, and will play the first session ONLY, while CD-ROM drives (multisession) will read the data session (and can generally play the Audio under control of a CD-Player program)
Most good software can master these directly, or you need to create the two sessions yourself if not.
