MSCDEX.EXE is a Terminate and Stay Resident program that provides disk
access and a drive letter for your CD-ROM drive. It relies on a driver
compliant with Microsoft's specification to provide the actual low-level
API to the CD-ROM drive, therefore the CD-ROM drive can be anything.
The driver would be loaded at boot time from your CONFIG.SYS file,
and MSCDEX.EXE from your AUTOEXEC.BAT.

Typically use today is to interface DOS to an ATAPI compliant CD-ROM
drive attached either as slave to the primary IDE controller, or as
master to the secondary IDE controller. Back in the early 1990's though
it was also common for manufacturers to attach the CD-ROM drive to
the sound card through a proprietary interface.