Before I show you how to open the file in Clonedrive, I'll give you a brief explanation of what an .mdf file is.
.mdf files are compressed CD or DVD images, basically being the virtual equivalent of a physical CD.
These files are made when someone makes a virtual copy of a DVD they have. Even though they can be opened with programs like 7-zip, it won't do you much good- You're going to want to use it like a regular CD or DVD. This is what Clonedrive essentially does.
First, install Virtual Clone Drive. Once that is done, drag the .mdf and .mds file to your desktop or any folder.
Once you have done that, right click on the .mdf file and hit "Open With" on the right click menu. Then hit "Choose default program". (It might not have the "Choose Default Option" choice and just jump straight to the window, that's fine.)
Once you do that, a window like this one should pop up.
Make sure the "Always use this selected program to open this kind of file" box is checked, then hit browse.
Find out where your copy of Clone Drive is installed, either in Program Files or Program Files (x86).
It should be under /Elaborate Bytes/Virtualclone Drive
Open the program's folder and select the executable.
Hit done, and then hit okay.
From now on, whenever you double click on .mdf files, they will act as if you just put a CD or DVD in your drive.
This also works with .iso files, another kind of similar file to .mdf. These work without all of the complex "Open With" stuff though! Just double click and you're ready to go.
Editing this for your "Clicking on it opens it" thing. Extract the 7zip file it's inside first, then open it. Try dragging it out after that. If not, right clicking on any file 7zip works with will give you a 7zip menu that has an option to just extract it's contents.
Hope I'm being helpful here D: PM me with your results!