This isn't a quick project. I hope my answer didn't mislead you.
You need a program like iso buster to unpack the iso.
Then if they have a setup.exe you need a program like portable apps maker.
It unpacks and repacks the setup so the program does not need to be installed but can run right off the cd. Not all apps can be made portable so test the game before burning.
Once you have the two games working , then burn a cd using something like Nero or one of the free cd burning programs.....burn as a data disk.
There are a bunch of menu makers available like auto it.
This project requires downloading installing and learning a number of programs......one to extract the files from the iso. One to unpack the setup.exe.
one to make a menu . And of course one to burn the cd.
It is possible the games you have ,have already been made portable....
a google search for portable apps can bring up a gold mine.