You should have a periodic table of the elements in your textbook, or perhaps on the wall of your classroom. It is a chart that displays important information about all of the elements that make up our universe, including a few at the end that scientists have been able to create from other elements.
The mass (or weight) of an element is shown in most periodic tables, beneath the symbol. To find the molecular weight of a compound (a combination of elements), you just add the weights of the elements of the elemnts of which it consists. The weights are given in grams per mole. A mole is a very large quantity of individual items (6.02 x 1023). We use the term "mole" so that we don't have count all of those individual atoms or molecules (it's sort of like using "miles" to specify long distances, instead of using "inches" to describe the same distance).
You asked about CO, which is carbon monoxide, a molecular compound that has one atom of carbon (C) and one atom of oxygen (O).
From the table, you can see that C (element number 6) has a mass of 12.01 grams per mole, and O (element number 8) has a mass of 16.00 g/mole.
The molecular mass of CO is 12.01 + 16.00 or 28.01 g/mol.
Another common compound with the same elements is CO2 (carbon dioxide). The difference is that carbon dioxide has two oxygen atoms instead of just one. To find its molecular weight, you would add 12.01 + 2(16.00) = 44.01 g/mol.