MDF? how do i make it work

hi
i want to back up a game that has 6 main folders in which five of them contain mdf file that are around 700 mb( there one that is 1.2gb). the last folder contains original tracks(songs for the game). the mdf files are around 12 in total. here are my questions:

  1. wat exaclty do i burn to the disc. am not asking how.
  2. how do only one file out of them so that i may use dvd decrypter to burn it to a disc??

any step by step help is ver much appreciated