I just downloaded utorrent and then a series of videos. instead of there being a playable file, it is ...?

it is broken up into many. please tell me how to compress this into a video. i must admit, im ignorant about these things. i dont even kno the file types. the first folder is named the series cd #,,,,, in the folder is only one folder, video_TS,,, in this are many files some end in .bup, .vob, and .ifo.... please help!