Question using winrar

Sorry people I’m a newbie…I downloaded ms flight simulator 2004,I use winrar to decompress it,now I have 4 compressed file or 4 cd’s,I use daemon tools to mount the image on drive, but I still see some files that are still compress eg.msgame1 and msgame 2, is it ok to burn it???

I’d say yes. You should 4 files with an extension of bin/iso/img.
I’d burn the images with DVD Decrypter ( I did this exact same thing about a year ago.