There are several possibilities, depending how the image was created.
It's impossible to post them all in one post , so some general instructions:
Download all listed files,
be sure to save them in the same folder.
(Avoid 'desktop', create a special folder for your downloads).
You will need an unarchiver, 7zip usually does a good job and is freeware.
http://www.7-zip.org/
When all your files are downloaded click on the first one, 7zip should open (if installed correctly) and will show the file that's in the archives, can be an *.ISO, *.BIN/CUE, ..... something.
Unzip in the SAME folder.( \ISO\ or something)
For Dosgames:
ISO and BIN/CUE images can be mounted directly in dosbox using imgmount ( ->dosbox readme)
Other (CCD....) can be mounted in magicdisk, then you can mount that virtual drive in dosbox as CDdrive D: ( -> dosbox readme)
Wingames:
Mount the image in magic disk, will behave as a real CDdrive.
As said those are general instructions, will suffice for 90% of the CD images.
If you need more specific help post in
Troubleshooting
After all, this sub is meant as help sub, and you will get faster help there.
[Edit]
Do
NOT open the ISO files themselves (WinRAR, 7zip ... can open them files).
This would make them useless for use.