Right. In order to get anything on a tape you're going to have to have some way of recording onto cassette. A walkman won't do it (unless it's a recording one, and as they sold very badly when they were out I'm going to assume it's not) so either way you're going to have to get some sort of deck you can hook up to your PC so that you can transfer the music onto the tapes. There's just no other way.
Something like this
Amazon.com: Ion Tape2PC USB Cassette Deck: Electronics will do it for you. There's literally no other option, unless you have an old handheld cassette deck with a mike, and the kind of recording you're going to get from that is, quite frankly, just not worth it.
Even if you get the music onto a CD it still can't be transferred onto a tape without a tape deck that records.