What are "tracks"?

I have a basic question about ROM files. Some games are divided into separate files called "tracks." For example Breath of Fire IV has Track 1 and Track 2. Sometimes there are games with multiple discs, and each disc is sub-divided into tracks (e.g. Lunar SSS). When I progress through the game, do I need to switch tracks to keep playing?

Also, every PSX game comes with at least two files, a .bin and a .cue. I think the .bin is the important one, but I tried loading a .cue and it seemed to load the game as well. What is the .cue for?

Those are audio files on the disc.they can be extracted using alcohol120% or using windows media player's rip feature.

Doesn't the .cue list all the audio and the order they should be played in?