i are getting my first dc iso how i make game?

lol hello i'm downloading capcom v snk2001 for the first time (i usually buy copied games!). there are 13 files. all i want to know is what do i do next? i have winrar my feelings are unrar all the files one by one then save them in a specific folder. next burn a cd from this folder using discjuggler or nero. sounds simple but i'm sure theres a few catches someone can point out to me. thnx in advance!