HELP ME - psx emulator im getting a cue file but no bin!

i am trying to download disc 2 of ff7. when I extract it, it comes up with a CUE file and when I click it, it brings me to another version of a psx emulator that I downloaded but it doesn't work. when I try to run the iso with the emulator I am using, nothing happens. why and I getting a cue file with the download but no bin?