i do i put these files together to make a game??

[coledog]

ummm, i just download these file's from a site that i found and the game is "Dead or Alive"....and this is what the files look like....
e-doa2le.001......and i have 001-017.....now how do i combine these 17 files together to make a game that i can play on my DC?

ps...sorry i typed wrong on the subject screen....it should be...how do i put these files together to make a game......sorry