.ccd and .cue, i believe are disk formats, using something like daemon tools can normally open them as a virtual drive, i might be wrong but i do remember opening a .cue file using daemon tools, hope this helped
I don't remember the exact technical specifications to explaining this topic but I think I'll just give you what I know now. Then I'll do the research later.
The Simple explanation
.cue and .cdd file format is basically technical files that allows a virtual drive to read and arrange the data according to the written instructions in those files. A good example is a ripped music CD that is changed into a virtual CD format. One file ends up being a TAK or TTA file format that contains music tracks. The other (.cue most commonly) will contain the track name data and can include the track timers when the track starts and end for each music piece.
Essentially it helps the computer to recognize how a image copy of the CD/DVD image file should be read. These IMG files can come in different file formats like: .iso / .tta / .tak
With that said, I will not name them all as it just a effort that someone else might want to take the challenge to do.
What is a Virtual Drive
To keep this simple, a virtual drive is a software that acts like a DVD/CD reader. The same one you use on the desktop computer to install software with a physical CD/DVD or play a music/movie by inserting the physical DVD/CD into it be read and played on your computer.
What effect does it have on the game (assuming you mounted it)
Personally speaking from experience, it doesn't have any reasonable effect on the game. It just informs the mounting software, assuming you mounted it via virtual drive, that the disc outlay was set in this manner.
With that said, it doesn't take too much space so there's no point of deleting them. You may as well keep them so you may have a use for them later.
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Personal comment: This is as far as I go with this post in regard to the questions posted so far. I'm sure that you won't need the technical knowledge on the reason of their existence and why it is packaged with particular things.