Burning the Skies of Arcadia Echelon CD's... where to start?

[Satchel_Rage]

I've got the Skies of arcadia Echelon rar files 1 and 2, but they contain thirty or so files that look like e-skies1.002 and what not. Am I supposed to make these into an image? Do they require a boot file? Is there a tutorial on this somewhere? Any info would help.