Question: how to run a nrg file?
Answer: Run AnyBurn, and click "Browse / Extract image file".
Click browse button and navigate to the NRG file you want to extract, and Click "Open" to select the file. After the NRG file has been selected, click "Next" button.
AnyBurn will list all files and folders within the NRG file. ... 
Enter the extract destination folder.