Installing downloaded file help please!?

I downloaded zoo tycoon 2 + all expansions in one pck/download and these are the instructions given with it: step 1) to install Zoo Tycoon 2 run setup from [Zoo Tycoon 2 folder] step 2) to install African adventure mount the "rld-ztaa.iso" from [Zoo Tycoon 2 - African Adventure folder] step 3) to... show more I downloaded zoo tycoon 2 + all expansions in one pck/download and these are the instructions given with it:
step 1) to install Zoo Tycoon 2 run setup from [Zoo Tycoon 2 folder]

step 2) to install African adventure mount the "rld-ztaa.iso" from [Zoo Tycoon 2 - African Adventure folder]

step 3) to install Zoo Tycoon 2 - Marine Mania mount "ZT2-MM.mds" from [Zoo Tycoon 2 - Marine Mania folder]

step 4) to install Zoo Tycoon 2 - Endangered Species mount "Zoo.Tycoon.2.Endangered.Species.cue" from [Zoo Tycoon 2 - Endangered Species folder]

step 4) to install Zoo Tycoon 2 Extinct Animals mount "rld-z2ea.cue" from [Zoo Tycoon 2 - Extinct Animals folder]

To run the game :-
mount the image "rld-z2ea.cue" from [Zoo Tycoon 2 - Extinct Animals folder]

Obviously i understand the first step, but what is mounting, i know you use daemontools for it and i have seen the mount button, but how do you use it? and where exactly do i mount these files to does anyone know? and why does the last one say mount the image and the others dont? Any help would be greatly appriciated
Thanks :)
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