OMG YELLING WILL HELP YOU LOTS. IT MAKES PEOPLE READ YOUR POST FASTER AND GIVE YOU BETTER INFO!!!11ONE!
EasyEMU has ALL the info you need. Get MAME32 and point MAME32 to the rom folder where your games are. Those discs are (I'm guessing) just a cd or dvd full of game roms (you pirate you!!) . You can't just put in the disc and play the games.
CHD files are compressed hard drive files. a few games use them, but most dont. Unless you have a high end PC, I wouldn't try playing them.