Need help with burning :S

how do i burn R01, R02 and those kinds of files with subs to a DVD+R 1-16x speed;4.7GB single sided (TDK)? or do you just extract them, BUT. When i extract them, the sub doesnt come along. Then its just an ordinary movie with no subs or menus.

That are winrar archieves and the subs are only optional which can be viewed by using ST tools and suitable players like Zoomplayer.