Mount the .bin (iso images) files with Daemon Tools if you want to run the .bins from the HD
View the INTEGRITY of the .bin files with ISOBuster (to ensure you haven't dloaded a dud/fake) or extract any data from the CDFS.
Click on a .cue file and your associated burning software (Nero etc) will do the rest (as long as the .cue is correct and you have the matching .bin file to go with it). Cue files are just pointers for burning software to set the burn parameters of the associated .bin (iso image) file to save you doing a manual BURN IMAGE and messing up the parameters (very useful for VCD/SVCD's).