you could get the discs after finishing the game to complete the collection - simply replay the right chapter.
However, it is worth collecting them as you play.
This page of the FF7R guide lists all the discs in the game.
Comment: Purchased in Chapter 3, from the Item Shop.
Comment: Purchased in Chapter 8, from the Vending Machine, just before the battle with Airbuster.
Comment: This album is in Chapter 3, in the jukebox in Seventh Heaven Bar.
Comment: you could visit Undercity Station in Chapter 3.
Buy the album from the merchant at the Item Shop.
Comment: Buy in the Vending Machine in Chapter 15.
Comment: Buy in the Vending Machine in Chapter 11.
Comment: Chapter 14, north of Wall Market.
When you come across the fork, head to the woman at the lake.
Comment: Use the Wall Market Jukebox in Chapter 9.
Comment: Buy in the Vending Machine in Chapter 10.
Comment: Buy it at the Pharmacy in Chapter 9.
Comment: Buy at the Don Corneo Mansion in Chapter 9.
Comment: Buy in the Vending Machine in Chapter 14.
Comment: Buy at the Vending Machine at the Shinra Test Facility in Chapter 13.
Comment: Buy from the Item Shop in Evergreen Park in Chapter 13.
Comment: Received from cowgirls in Chapter 9.
Comment: This CD can be purchased.
it’s possible for you to get it during Chapter 3 - Home Sweet Slum.
Comment: Can be purchased at the Moogle Emporium, during Chapter 8 - Budding Bodyguard.
Comment: Buy in the Vending Machine (Expressway Vending Machine) in Chapter 9.
Comment: you’re able to get it during Chapter 8 - Budding Bodyguard.
It is sold by the merchant on the outskirts of town.
Comment: Received from a man in the Wall Market Advancement District in Chapter 14.
Comment: Found in Chapter 8 - Budding Bodyguard, at a shelter for the elderly.
Comment: Get more than 10 “Great” ratings in the dance tutorial in Honeybee Inn.
you might buy the album from the Vending Machine, near the end of the chapter.
Comment: Speak with the singer at the Wall Market Bar in Chapter 9.
Comment: Jukebox near Combat Simulator in Chapter 16.
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