When you play a commercial disc in Windows Media Player, it takes a look at your disc and compares it to an online database to do a match up of tracks with their titles. Commercial audio cds don't typically contain track information.
When you create your own disc, no matter whose software you use, it is a unique disc which no one else has and does not exist in the CDDB database. Because it is a unique disc which doesn't exist in the database, you will see TRACK 1, TRACK 2.
EMC 8, like other audio burning applications, can write "CD-Text", an industry standard format of writing track information in a subchannel area on the disc and many applications and devices which playback audio are capable of reading CD-Text so your track names will display. As an example my car stereo will display all the track names I have on an audio disc based on the CD-Text names.
Windows Media Player does not support CD-Text so the names will not show up here.
If you require track names to appear you will need to burn the audio CD with "CD-Text" and switch to a playback application which supports reading CD-Text.