Win rar burning problems

hey i just downloaded “Command and conquer Red Alert_AlliedDisk.rar” from 10001downloads.com. this is my first time doing this and i need a really good explanation on how to burn this game to a disk. the thing is when i open the folder RedAlert1_AlliedDisk it brings me to more multiple winrar archived files in different folder . so can any one tell me what type of cd or dvd i need and how to do this? Thanks:bow: