How do i extract files so they are in .bin or .iso format for epsxe?

Okay I'm kinda new to this stuff. I got the epsxe emulator and I have it up and running good because I can play Crash Bandicoot 3. Any other game won't work because when I extract the .7z or .rar file it comes out as three different files- CCD IMG.ECM and SUB where do I go from here PLEASE HELP im confused.