CUE files are used if you want to burn the CD. They contain the information like the amount of time between tracks so you can make an identical copy of the retail CD if you want. TAK files are a sort of proprietary lossless audio. The problem is that not a lot of programs support it, and you'll probably want to convert it to FLAC (compressed lossless) or WAV, AIFF (uncompressed lossless) for more support. You'll probably be using the CUE file with the TAK file to split the tracks from that one big file.
I'm not too familiar with Windows software, but perhaps EAC, CUETools or Foobar would be able to split it.