Wont start, cant start

Forgive me if this is annoying to anyone.
I have searched high and low in this forum looking for a result but to not luck. I cant find anyone with a similar problem.
I bought a copy of DVD Rom (all the disks on one) but I don't have DVD ROM drive, so I copied the files across 4 CDs, then put the whole FinalFantasy VIII folder back together on my PC.
I have all the files and basic requirements to run it (Pent 3, 128MB/500MHZ, 8 bit card) but when I click on autorun or run FF8.exe it goes to a black screen for a second then back to the desktop.
Basically, I have all the data stored on the discs on my computer instead so I should be able to run the program still shouldn't I?

Please don't post the same topic in multiple forums.