If you downloaded 8 files then you have the CD images. They need to be burned to CD media and not unpacked. See FAQ #15. How do I download and burn the CentOS isos?
If you really wanted DVD media you could have downloaded DVD-1of2, and optionally DVD-2of2, from one of the repositories that features direct DVD downloads, or used a torrent. To create a DVD from what you have see CD to DVD Media
but it will require dual-layer media for a single ISO image. If you do want to extract the contents for a local mirror repo then see Creating Local Mirrors for Updates or Installs