How do you burn any data onto a CD with wodim but without creating an ISO image first?

Well, I guess the answer is: I don’t, because I can’t. If want to burn some directories and files using wodim, you just have to make ISO image first. You can, however, make everything in one line:

genisoimage -R /master/tree | wodim -v fs=6m speed=2 dev=2,0 –

Above command is from wodim manual.

However, if you have DVD recorder, you can use not only wodim, but also growisofs, which allows you to burn multiple files “directly”:

growisofs -Z /dev/dvd -R -J /some/files

And then, to append more files:

growisofs -M /dev/dvd -R -J /more/files

You can find more examples etc. in growisofs manual.