The one with the BIN and Cue file- that one is easy. You need to burn it to a disc, and any program like Nero will work. There's a free one I use called IMGBURN that works fantastic as well. Another good thing about it, if you don't know which file to load for burning (IE the BIN or the CUE), it pops up a message telling you if you loaded the wrong file, and then loads the correct one FOR you, so really you can't screw up!
The other one, if all you have is a data folder, there SHOULD be either a SETUP file or an Application file (typically an .exe but could be another type). If there is a setup file, run it. If not, what you have is the actual game folder as if it was already installed on your computer...this means you should be able to just play the game by using the .exe file or application file.