You are new to this stuff, aren't you?
The files .rar, .r00, .r01 etc belong all to the same archive. It's just splitted into these 14.3MB files for some reasons. When you open any of the .rxx files you see the files from the whole archive and not only from one of this .rxx files. If you unpack the contained files from one of the .rxx files, winrar/izarc automatically takes all other .rxx files to decompress the content, so if you got a 800MB file, that's all you need, you will not get 60*800MB!
Bin files are CD images and the cue file contains information about the format of that CD image. You will need some burning software to create a CD-R or you can also mount the images with some virtual cd drive application. Now if you ask 800MB, do I need a 800MB CD-R? - No, you don't, because what you downloaded is probably a SVCD image (Super Video CD). SVCDs are written in another format than normal data CDs, so a SVCD fits more data (~800MB on a 700MB CD-R).