In the early days of the Dreamcast scene every game was released in bin/cue format.
You had to use Nero or CDRWIN to burn it. Then you needed the Utopia Bootdisc to launch it.
After a while the selfboot releases came out, this was a .cdi file and you needed Discjuggler to burn it (now use ImgBurn).
So you have one of these old releases (most probably by Kalisto) and you want to convert it into a .cdi file? The solution is to find a program called Bin2Boot CDDA, this will ask for the .cue file, and then automatically build a .cdi file for you that is selfbootable.
Bin2boot will only work on 32-bit systems, i’m still looking for a solution for 64-bit systems.