By the way, just to make sure, I don’t even have to extract anything from the zipped files beforehand? The three ISOs look like three WinRAR files to me after I’ve downloaded them. All I have to do is right click on each of the three “WinRARs” and click Burn?
If you’re definitely looking at .iso files and not another extension, they’re not zipped files. You’ve just got winrar configured to be the default app to open the ISO files. It can be used to pull individual files out of the disc structure, though it does seem to have trouble with some ISOs. But yes, you just need to burn the ISO. I’ve never used windows to do that (and my Win10 seems to have no such option). I use imgburn, but most ISO burning software should do the trick.