Feedburner is for promoting your existing feed. It doesn't create the XML file/feed for you. If you don't have a blog or CMS that can generate your feed for you then you need to create it.
Before I got into blogging I created an RSS feed for my site through software at
www.feedforall.com It creates your feed every time you add new content and then FTPs the XML file to your web server for people to retrieve and subscribe to it.
Now there might be some free tools that will generate your site XML feed for you but feedforall was what I used. Maybe someone else knows of another solution for creating your feed. So to break this down...
1) Since this is for your website and not a blog you need a way to create the XML feed. You can either do this manually (not recommended) or find a tool like feedforall that creates the XML feed/file for you.
2) Once you have created the XML file/feed and uploaded it to your server then you can use Feedburner to promote the feed and begin promoting it.
Most people don't create RSS feeds for their websites because there is too much manual work involved. Blogs make it much easier to manage RSS feeds.