Trouble with downloaded iso (?) files

Hi everyone! I'm new in the forum and yesterday I downloaded Dolphin emulator to play my beloved Gamecube old games.
I tried to search on the forum but i didn't found nothing helpful.

I have one problem...I downloaded some games (PSO ep 1&2, Smash brosh melee, PSO ep.3) and the only one I found with a correct Iso file is PSO 1&2.
The others games, when I have unzipped the zipped folder, do not contains any ISO files but lots of unknown (for me) types of file.

For example in PSO ep.3 folder the are only "tf-pso3.008" (numbers from 1 to 18) and tf-pso3.nfo and tf-pso3.sfv files.
I'm a greenhorn with Dolphin and Is the first time for me that I try to use emulators on OSX (mavericks)...so how I can get ISO file from these files?

Thanks to everyone want to help me, and sorry for the bad english!

Those are split archives. You extract from the first part, in the example pic you posted you would extract from part .001 using 7zip.