How do I play the game I want??

I want to download Final Fantasy VII disc 1 yet it would download a 7z file or whatever. I use epsxe and it does not co operate with 7z files(I think) so how do i get this to work?
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I've checked out google and I don't know how to do it.

7z is an archive file (compressed file).
Download the latest version of WinRAR from www.rarlabs.com and extract the file to get the disc images.This topic should be in the Technical help section.

and then it will work?
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I can't tell which one to download.

http://www.rarlabs.com/rar/wrar390.exe