Ok so I have Bioshock.exe secu.eg paul.dll bs-mini-image.skullptura MDF file bs-mini-image.skullptura.mds and bs-mini-image.skullptura.sfv. How in the world do I install and play the game

First off MDS and MDF files are image files. They are an image from a CD or a DVD. One is the actual data of the CD/DVD and the other is an index file for the image.
Bioshock.exe, secu.eg and paul.dll are the cracked files to allow the game to run without having the original CD/DVD in your drive.
-Download Daemon Tools (DT). This is an emulation software package that allows you to emulate another CD/DVD drive in your computer without physically having the drive in your computer. DT is free software.- Once DT is installed you have to point DT to the mds/mdf file and it will emulate it as another drive. If the last drive on your computer is d: then DT will create a emulated drive called e: . Normally when you give a file to DT it will start the CD/DVD automatically (windows autoplay feature).- Install the game.- Once the game is installed copy the cracked files (Bioshock.exe, secu.eg and paul.dll) over the original files located on your hard drive.
The game should run now without need of the original CD/DVD in your computer.
If you like the game then do the developers a favour and actually buy it.