mount via the cue file with D-Tools Lite and run the game directly from a CD-Rom drive (D-Tools Lite is a virtual CD-Rom drive or emulator if you like)
most Sega/Mega CD images have a single Bin or Iso file and several sound files that must be named correctly
Bin images can contain sound tracks aswell as the data track but to access the sound tracks you must run the bin via a cue files otherwise whatever software trying to read it can't see anything asides from the data track
If you like, you can point me toi the exact copy of the game and I will see if I can't figure it out for you or you could just grab another copy