You don't say how the files were split. Were they split using a file split program or just divided in to convenient chunks for downloading purposes. In the first case you would need a program such as hjsplit or mstsplit to re-join; such proggies can be got from click here .In the second case it's a simple matter of putting all into one folder.
What do you mean by 'bootable cd'! do you mean, click on the icon and it will open? If so all you have to do is make a shortcut to the exe file or just click on the exe file.
Hope this helps.