Need more info, like versions of Kickstart (3.1 40.70 for A4000 probably).
The CD-ROM will need a CD file system to get mounted - is at least one free one on Aminet. Copy it to L directory should help get CDs mounted and recognized.
http://aminet.net/disk/cdrom/AmiCDROM-1.15.lha
It should of came with the Elbox Floppy that has a CDFS on it, a real good one too. Did you install that, and the rest of the software as well? I would go to Elbox.com and get the latest software. I have it working very well in my 4000D and in my 4000T as well.