Use Daemon Tools Lite. Just drag the .cue file to the the program and mount it. Should look like this.
Just right click the blue disc icon within the program and select "Mount".
As for the other issue with starting the game, download the 2012 prequel "お姉ちゃんハンターズ! 僕たちを興奮させるお姉ちゃんが悪いんだ! 夏休み編"...