The CDs are overview material of the program as a whole that explain the logic and structure of the program. You would listen to the CDs before you can began teaching the program. The DVDs, meanwhile, are lesson by lesson, day to day, instructional help that offer extra help teaching each individual part of the program.
So before you teach the lesson on metaphor you will watch the 15-20 minute (the longest video is 24 minutes) video that shows you how to teach metaphor. The same for any skill taught in the Level One book.
Currently the complete set comes with DVDs.