Assuming that your FreeBSD CDROM is in the drive and mounted on /cdrom (and the mount point *must* be /cdrom), you should then be able to build ports just as you normally do and the port collection's built in search path should find the tarballs in file:/cdrom/ports/distfiles/ (if they exist there) rather than downloading them over the net.
Another way of doing this, if you want to just use the port skeletons
on the CDROM, is to set these variables in /etc/make.conf:
PORTSDIR= /cdrom/ports
DISTDIR= /tmp/distfiles
WRKDIRPREFIX= /tmp
WRKDIRPREFIX will cause the port to be
built under /tmp/cdrom/ports; for instance, games/oneko will be built
under /tmp/cdrom/ports/games/oneko.
Note that there are some ports for which we cannot provide the original source in the CDROM due to licensing limitations. In that case, you will need to look at the section on Compiling ports using an Internet connection.