I have a .mdf file which is a game. Everytime i run game it asks for cd, so I guess i have to somehow boot it or something virtual drive. How do I just extract it to my computer so I can use the game normally?
You cant. You will have to mount it everytime. No game will just run from the drive unless you get a no-cd patch which is against the rules here to discuss. Cause most of them are illegal.
So either mount it everytime or google will be your best friend.
Download Alcohol 120% (trial version expires after 30 days) and create virtual drives. Make an .iso of the game and mount in a virtual drive. Run from that location. Works with every game I own.