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?
I’ve never used windows to do that (and my Win10 seems to have no such option).
In Windows 10 (and I think it was introduced in Windows 8, if you right click on an .iso file there will be options to mount it and also “Burn disc image” Burn disc image brings up a small dialog to select a Disc Burner and an option to Verify after burning.
If you don’t see the option it may be because .iso files have been assigned a different “Default Program” such as a third party burning or authoring program. That can be changed via Control Panel, searching for Default Programs. Or you could also try right clicking on the .iso and select “Open With” then select Windows Explorer.