First, you should download both parts of the archive - part 1 and 2. They are about 100MB each. WinRAR is the best choice - just have the two files in the same directory, double click the part 1 file and drag the contents (1 file) out of the WinRAR window into your Windows explorer.
Once you extract the contents of the .rar file, you should end up with a single file, called BRAVO CD02.iso (you don't need the .rar files anymore). This is an "image" file and you can think of it as a "snapshot" of a CD. Now, you can either burn it to a CD, or mount it in a virtual CD drive. Since the second option needs a bit more explanation, you can try with burning it first.
It's pretty easy - in Nero, or whatever soft you use for burning discs, choose Burn Image (in Nero the option is located in the Recorder menu) and point to the location where the .iso file is located.