Between 2001 and 2003 Bionicle cannisters did indeed come with CD-ROMS inside. They were used to convey various lore details about Bionicle. Very cool.
That eventually stopped when Bionicle.com became more expanded than just a front-page advert. That year's lore details, and animations, from 2004 and onward were viewable on the website.
If you really want a nostalgia hit, got to The Biomedia Project; they have archived all the Bionicle related things, including stuff that was thought to be lost media for a while.