There was malware that could infect the autorun on external discs or drives, and when AutoPlay loaded that, it could infect the system. So Microsoft disabled AutoPlay.
You can choose what to do with discs from the Control Panel > AutoPlay options. But just be cautious whenever using non-commercial discs that you scan then before autoplaying from them.
When I insert a disc or flash drive or memory card nothing happens. I must open My Computer to access files from any of the media.