PS1 game downloads

Hi, I'm not exactly sure where this goes, so sorry if it's in the wrong section.I downloaded Rugrats Search For Reptar for PS1/PSX from here, and I'd just like to know how exactly I get it to play on my playstation.
I put the two files that downloaded onto a CD, and tried to play that in the Playstation but it didn't work.I'd like to download another game too, so any help would be greatly appreciated.Thank you.

Is it a modded Playstation? Just burn the .cue file at the lowest speed using a image burner on a branded CD like Verbatim or TDK.

Yeah it is.And I didn't get a ".cue" file, there was a .mdf and a .mds

What program did you use to burn the image? And did you just put the files onto the disk, or did you burn an actual copy of the CD using the image?

Then burn the .mds (which is equivalent to the .cue). They are both Alcohol 120% formats.

mm..if it okay if i just rename the file into
example: yugioh.cue ??
i download yugioh games for ps1..and i want to play with psx without cd..