NEED WINRAR HELP PLEASE......

I need somebody to help me please. I took some of my DC game files and burnt them on to a CD for storage in order to clear up some space on my hard drive. Well anyway, I stored them on the CD in their original download format, .001 .002 .003 etc....
When I try to extract the files from the CD using winrar it does'nt let me do it. Do the files have to be on your hard drive in order to extract them or can it be done from the CD.
Please help because I have all these .001 .002 .003 files stored on CD's and now I can't extract them.