Firstly, you have Windows set to hide known file extensions. That's super annoying, fix it:
http://www.lytebyte.com/2007/06/27/h...ns-in-windows/

Second, it looks like you got the scene release of Spyro there. Which somebody double compressed so you get the original scene rar files (often called "o-rar"s). The first blue file is a .nfo, which Windows has mis-associated to some system files. Right-click on it and tell Windows to open it with Notepad (or any text viewer) and to always open it that way. The 10 files with the icon that look like a stack of books are Winrar files, pop open the .rar (after you've fixed the hidden extensions) and you can extract your game. The last file is a sfv, which you can use with a SFV checking program to make sure your o-rar's are perfect.