those files, .lha, .lzx are archives. containing a collection of files.
first you have to unpack these archives. winrar can handle lha - but lzx is almost amiga only, uncompressing tool can be found on aminet.
if you are interested you can try ready-to-go winuae configurations like AmiKit or ClassicWB. to install them you only need the workbench 3.0 or 3.1 adf collection (6 disks, main, install, fonts , locale ...)
more information you can find on their homepages ( try google or search the board here ).
the .dsq file you can use like a .dms or .adf with winuae. it is also a disk-imaging thing.
but its too much hassle for just this game. keep the folder i uploaded. maybe on a later time you can test them again :)