I couldn’t find anything in Retropie 4.6 beta.

From the 4.6 announcement:

RetroArch updated to v1.8.5.

Support for real CD ROM, with the ability to dump the disc image.

I found a YouTube video using Retroarch but it mentions a download folder which I don’t have.

Try looking in \\retropie\configs\all\retroarch\downloads

I also have no cores in Retroarch with which to play the disc.

What disc did you rip ?