yup you sure can.
I use Nero so that's what I know. Most burn progs bur disk images. I'm sure there's a program out there that will some how let you unpack it but I don't know what that is.
Open nero, select the one that burns ISO or disk images. Click open and select the CUE file of what you are trying to burn. This opens up the BIN file for the burning program. Burn it to disc and wonderbar you are done.
NOW it might be a VCD in wich case some commercial DVD players wont play it. Enjoy!