NRG CD Format

[Piru]

Is there a program for amiga that can write nrg files to cd?

No.

However, you can convert Nero image to ISO:
Aminet: nrg2iso

Also is there a program for inserting cd images to hard disk?

If you mean mounting the cd image as virtual CD-ROM:
For example:
Aminet: diskimage.lha

There are lots of tools for this in aminet, DiskImage is just one of them.