Similarly to video recordings, citation styles commonly contain models for bibliographic references to audio recordings as well. Many styles include models for both the recording as a whole (e.g. an album by a music group), as well as a part thereof (e.g. a song from an album).
Just like with video recordings, information for bibliographic reference should primarily be taken from the sound carrier itself (the printing on a CD, label on a vinyl record, etc.). If you cannot find the required information there, search for it on the cover/booklet and only then go to the recording itself (e.g. the CD may contain other files besides the audio recording).
The reason for providing the model for a bibliographic reference to a video cassette in this case is the fact that the NLM citation style is a universal model for citing both audio and audio-visual documents.
The place of publication includes only the country because the city of publication is unknown and the CD contains only the name of the state.