bin is a binary equivelent of a cd. It is the exact replicate of the CD all rolled up into one file. The .cue is the file cd burning software (like Nero) reads to know how the file should be burnt.
If you have nero, look in the help on how to burn bin cue files. Usually, its a matter of going through the instructions and then select "burn image". From ther,e just select the file you want to burn. Again, all depends on the software.
